Как я могу подключить две виртуальных машины в vSphere ESXi 4.1?
Если у Вас есть два NICs на том LAN, Вы почти наверняка хотите создать связанный интерфейс (иногда названный объединяемый в команду). Они совместно используют единственный IP и могут быть настроены к балансу загрузки.
The link you gave is talking about VMWare WorkStation, which should be quite different from vSphere ESXi you use, let alone establishing a serial link need not mean you could 'ping' each other.
Back to the question, I remember if you connect no physical switch to the vSwitch, the VMs connected to that vSwitch could still connect to each other. So, what you are doing should be OK. However, in that case, there will be no DHCP server so you need to either assign static IP to each of the VM network interface, or put a DHCP server on that vSwitch.
If you don't want to allow machine A to connect to machine C, and you don't trust the iptables firewall on them, one of the solution I could think of is have two network interface on machine B, and have each of the interface connect to either A or C, i.e.:
A(eth0)-(eth0)B(eth1)-(eth0)C