But installing VirtualBox guest addition that comes with the default installer seems like incompatible with Ubuntu Natty Alpha 2.
Here is what I got when I tried to install:
It seems like some changes has to be done before it will work with this version of Ubuntu. But since VirtualBox does have an open source version of the guest additions, this can be used instead of the stock version. To do this, you have to:
Reboot and enjoy Ubuntu Alpha 2!!!!
[23March2011]: Since 21March2011, Guest Additions that comes with VirtualBox 4.0.4 does not work anymore. Updated my copy today and installed the above packages and it saved my day.
[01April2011]: This applies to Ubuntu Natty Beta 1.