I need a video driver in order to install X, and then OpenBox or other desktop manager.
1. Install libdrm-2.4.30-1. pacman -S libdrm
2. Install dkms. pacman -S dkms
3. Install virtualbox-archlinux-additions. pacman -S virtualbox-archlinux-additions
4. Manually load the drivers: modprobe -a vboxguest vboxsf vboxvideo
Do a lsmod to confirm:

5. Include the three drivers vboxguest, vboxsf and vboxvideo in rc.local:

/etc/rc.local is the system script file, when Linux has booted up Linux will look for rc.local for additional contents. Think of rc.local like Windows startup folder.
Reference: https://wiki.archlinux.org/index.php/VirtualBox#Guest_additions_disc