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I play around with VMWare Fusion a lot, using the Unity view. I can't keep the Dock on the bottom, because it interferes with the Windoze task and menu bar. It is for this reason that I keep the Dock on the right side of the screen.

When you have the Dock on the right side of the screen, and want to create a new desktop, you have to hover over to the upper LEFT side of the screen to get the little tab to appear. I have tried this with the Dock on the left hand side of the screen, and the creation of a new desktop is the same as if the Dock was on the bottom.