Have you seen this error message:

root@ubuntu:/media/cdrom# ./VBoxLinuxAdditions-x86.run
Verifying archive integrity... All good.
Uncompressing VirtualBox 2.1.4 Guest Additions for Linux installation...........................................................................................................................................................................................................
VirtualBox 2.1.4 Guest Additions installation
Please install the build and header files for your current Linux kernel.
The current kernel version is 2.6.27-11-server
Problems were found which would prevent the Guest Additions from installing.
Please correct these problems and try again.

Solution:

sudo aptitude install build-essential linux-headers-`uname -r`

or

sudo aptitude update && aptitude dist-upgrade && aptitude install linux-headers-`uname -r`

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