View Agent is not supported on Server 2008 unless the terminal server role is enabled. In the 2008 terminal server case you will always get the Connection Server prompt as in your picture 2. You will also get it if the VM is not running on vSphere/ESX or is running on a physical PC.
If you install View Agent on a supported desktop OS (Windows 8, Windows 7, Windows Vista, Windows XP) on a vShere/ESX VM you will not be prompted as in your picture 1.
Mark