I'm pretty sure that it's not a permission problem, as most people on Windows machines run as administrator. For Linux, you are by default a normal user with limited privileges and need to provide a command and authentication to execute files as a super user (root).
Is the error you get something like "Unable to capture USB device, it appears to be busy."? If so, then remove the USB device from the USB port, give focus to the VM (click inside it) and insert the USB device again. Be sure to have the proper filters set for the device (an empty filter will let it grab any device that is inserted).