Yes, you are correct that the Intel(r) T7250 processor does support VT-x. However, the chipset, processor and BIOS all need to support VT in order for everything to work correctly. Generally there is an option made available in the BIOS settings that allows a user to enable or disable VT. If that option is not there it is possible that either the chipset or BIOS doesn't support VT. I'd suggest contacting Sony and finding out if your particular model is capable of supporting VT or if there is an update you can install that will enable VT support.
For installation questions regarding ESX 4.0 and VMWare, you'll need to contact VMWare directly.
Hope this helps!