Hello,
I think you should use a script which monitors for the power state of that particular VM. When it detects that VM has been shutdown it triggers /sbin/shutdown.sh which performs ESXi host and guest VMs shutdown.
In this topic you can find an example which could suit your needs:
http://communities.vmware.com/thread/336960
You just have to implement the check for power state status of the VM.
Hope this could help.
Regards,
Paolo