There is a problem in Virtualbox for Linux in which it can not download Virtualbox Guest Additions automatically.
It shows error message with download link, but the link doesn’t work.
You have to download it manually from http://download.virtualbox.org/virtualbox/. Go to desired folder and download the .iso file. After that, mount the .iso file and install the Virtualbox Guest Additions.
I’m using version 4.1.2 and this is the direct link for the .iso http://download.virtualbox.org/virtualbox/4.1.2/VBoxGuestAdditions_4.1.2.iso
If you don’t have .iso mount software, you can download 7zip and extract the .iso file.