Those of you, who like tabbed interfaces, VirtualBox-on-Linux now can do this.
KDE 4.4 + Oxygen theme / window decorations - provides "window grouping". (Linux/BSD hosts only)
Enable "oxygen" theme in KDE4 Plasma Desktop, then drag window using middle mouse click (or right-lick on titlebar->"move window to group").
Speaking techically: this feature is of KDE4 Plasma Desktop - "oxygen" theme, rather than VirtualBox, still I believe many of our users will find it useful