
Re: Difficulties with VirtualBox
Did you already have them installed to a virtual drive under VirtualBox?
You'll want to install them to a virtual hard drive first before installing the Guest Additions.
If you use the defaults when creating a new machine, it will usually use an 8GB disk using a .vdi format that is setup to a dynamically allocate space as needed (that way, it only uses as much space as you have data on it, versus taking up all of the space for the size you allocated). Use a large size if you expect to store more on it.
Then, just pick the .iso file you want it to use when you start it and it will boot into it. Then, install it to the virtual drive you created using the distro's installer. I usually just tell them to use the entire disk and let the distro decide how to partition them (root, home, swap partitions, etc.). But, you can partition the virtual drive as desired using the distro's tools for that purpose (KDE partition manager, Gparted, etc.), just as if you're installing it to a physical hard drive (the distro won't know the difference).
Then, after you finish the installation of the distro, reboot. If you don't boot into the hard drive (or don't want to mess with pressing F12 to select the boot device), before starting a machine, click on it in the list of machines under VirtualBox, click on the Settings buttons, and go to the System Tab. That will show you a list of drives defined for the machine. Just click on the hard drive in the list and use the up arrow key to move it to the top of the boot order list. You can select boot order for a virtual machine, just like you can select boot order in a real machines BIOS setup.
Then, after you boot into the hard drive installation you can use the VirtualBox menu choice (under Devices) to install Guest Additions. What that does is replace the .iso you installed the distro from with the guest additions .iso in the machine's cd-rom device. Think of it as swapping physical disks in it's cd-rom. If you get an error like you described, it's probably already mounted.
So, then just load that distros file manager and look for the Guest Additions CD. It's probably mounted as media/cdrom
For example, here's a Virtual Machine i setup for DreamLinux 5 yesterday (a distro using XFCE based on Debian Testing), that I also installed KDE 4.6.5 in (which is why it's running a KDE desktop right now). Note that the VirtualBox Guest Additions are showing up under Places in Dolphin. I also enabled the Dolphin address bar so you can see that it's mounted by default under /media/cdrom. I changed the screen resolution to 800x600 to make it easier to fit a screen capture into a forum post here:

Then, if you just click on the autorun.sh file (already highlighted in that dolphin list of files), it will prompt you for a root password and install the guest additions. That way, you don't have to be logged in as root to install them. Here's what you'll get if you click on autorun.sh (and some distros will even start that script for you automatically when you use the install guest additions menu choice under devices, but most will require you click on a script to run one).

Here's the Boot Order list I mentioned. After you finish installing a distro to a virtual drive, you can click on the machine for a distro in the list, then click on Settings and go to the System tab to change boot order (just click on the hard drive and use the up arrow key to move it to the top if you want it to be first in the boot order). The machine will need to be shut down to change it (you can't change the boot order settings with it running).

Note that once you use the menu choice under devices to install Guest Additions, it replaces the installation .iso in the machine's cd-rom drive with the guest additions .iso (just as if you removed the disk and replaced it with another one in a physical machine). So, if you want to be able to boot into the live .iso you installed the distro from again, just click on the Machine for it in the List, click on Settings, and go to the Storage Tab. Then, click on the CD Drive in the list (shown as a TSSCorp drive under Host Drive in this machine), and you can then click on the icon to the right of that screen and select a different .iso file (either by using the icon to browse for one, or using one of the recent choices you'll see on the pop up screen).

If a machine is already running, you can use different .iso files by clicking on the the VirtualBox Devices menu choice (which allows you to swap what .iso is in any cd-rom drives defined).
Chances are, the Guest Additions .iso replaced the distro's .iso file in the cd-rom drive if you're getting an error about no bootable devices. So, just changed it back to the distro's live cd .iso again using the Storage Tab under Settings for the machine if you need to boot into it because you didn't install the distro to a virtual drive yet.