You should still be able to create a seperate vlan for these vm's even without managed switches - although whether it actually works depends on your particular switch.
The reason you really need a managed switch with vlans is when you want to for example have one port with multiple vlans (trunk port), then use the switch to split this so some ports have one vlan and other ports have another vlan (access ports).
In your scenario, everything else will be untagged, and hopefully your switches should still forward tagged packets, but the only devices on your network that will interact with this vlan will be devices you have set to be on this vlan.
Here is someone explaining it in a little more detail http://blog.pressure.net.nz/2008/11/the-amazing-unmanaged-trunk-mode-switch/
Here is someone explaining why it may possibly not work (read the 4th reply) http://community.spiceworks.com/topic/119788-will-vlan-tags-pass-through-a-basic-simple-switch
Edit: or do as others have mentioned and have a dedicated nic at each end and a crossover cable.