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Try to install Guest Addition on guest CentOS and got following error:
[root@cent ~]# ls /media/cdrom
32Bit cert VBoxSolarisAdditions.pkg
64Bit OS2 VBoxWindowsAdditions-amd64.exe
AUTORUN.INF runasroot.sh VBoxWindowsAdditions.exe
autorun.sh VBoxLinuxAdditions.run VBoxWindowsAdditions-x86.exe
[root@cent ~]# cd /media/cdrom
[root@cent cdrom]# sh ./VBoxLinuxAdditions.run
Verifying archive integrity... All good.
Uncompressing VirtualBox 4.3.10 Guest Additions for Linux............
VirtualBox Guest Additions installer
Copying additional installer modules ...
Installing additional modules ...
Removing existing VirtualBox non-DKMS kernel modules [ OK ]
Building the VirtualBox Guest Additions kernel modules
The headers for the current running kernel were not found. If the following
module compilation fails then this could be the reason.
The missing package can be probably installed with
yum install kernel-devel-2.6.32-431.el6.x86_64

Building the main Guest Additions module [FAILED]
(Look at /var/log/vboxadd-install.log to find out what went wrong)
Doing non-kernel setup of the Guest Additions [ OK ]
Installing the Window System drivers
Could not find the X.Org or XFree86 Window System, skipping.
[root@cent cdrom]#

Not sure why. I want to Install Guest Addition, then try to setup shared folder from host windows 7. How to resolve this problem?

thanks. After install the missing package, the get following message:
[root@cent cdrom]# sh ./VBoxLinuxAdditions.run
Verifying archive integrity... All good.
Uncompressing VirtualBox 4.3.10 Guest Additions for Linux............
VirtualBox Guest Additions installer
Removing installed version 4.3.10 of VirtualBox Guest Additions...
Copying additional installer modules ...
Installing additional modules ...
Removing existing VirtualBox non-DKMS kernel modules [ OK ]
Building the VirtualBox Guest Additions kernel modules
Building the main Guest Additions module [ OK ]
Building the shared folder support module [ OK ]
Building the OpenGL support module [ OK ]
Doing non-kernel setup of the Guest Additions [ OK ]
Starting the VirtualBox Guest Additions [ OK ]
Installing the Window System drivers
Could not find the X.Org or XFree86 Window System, skipping.
[root@cent cdrom]#

Looks like only okay except last line "Could not find the X.Org or XFree86 Window System, skipping.". what's this? Can I ignore it or how to fix it?

Could not find the X.Org or XFree86 Window System, skipping.