So far so good, I found a quick and easy write up on the kiosk process here:
PeteNetLive - KB0000610 - VMware View 5 - Configure and Deploy Clients in 'Kiosk Mode'
It took few reboots and logging in to get it working right. I configured the zero client a little too early and had to power it down to get the windows desktop finished (group policy, etc). But it seems to be working now