One of the new features in Fusion 2 is the ability to have your Windows' applications appear in OS X's Open With contextual menu. This feature is disabled by default, but there's a slight issue if you turn it on (say for testing during a review :) ), and then disable it again: the programs will still be listed in the Open With menu in OS X, even after a restart.
I've heard that this will be addressed in the first minor update to Fusion 2, but if you'd like to fix it in the interim, here's the solution. Shut down your Windows VM (not sure this is actually required, but it's probably best), and switch to the Finder. In the Finder, Control-click on your Windows VM (which is probably stored in your user's Documents » Virtual Machines folder, unless you moved it) and choose Show Package Contents from the pop-up menu. In the new window that opens, navigate into the Applications folder, and delete all the entries you find there. As I understand it, it's this list that's used to populate the Open With menu in OS X. Repeat for each Windows VM you may have set up to show its applications in OS X.
Now log out and log back in, and your Open With menu should be back to showing only your OS X applications. With any luck, this hint will have a very short useful life, assuming the issue is handled in Fusion 2.0.1.
Mac OS X Hints
http://hints.macworld.com/article.php?story=20081024151237960