Wondering if anyone has got this to work. I can start the VM headless but cannot connect to it. I've tried from Windows 7, XP and Ubuntu 11.04 with no luck. I've completely turned off the firewall on the host machine to eliminate that, but no luck. It appears to be a straight forward thing to do according to the documentation, but tried on two machines (Win7 Pro & Ultimate) without success?
Are you trying to use the Virtualbox's own RDP implementation, or a windows virtual using its own RDP?
If we are talking about the Virtualbox RDP. As long as guest extensions are installed I find it just works. Make sure your connecting not to the ip of the virtual but to the host, and maybe change the port just in case something else is bound to it?
After re-reading the manual, it's a host side extension I needed (http://download.virtualbox.org/virtualbox/4.1.6/Oracle_VM_VirtualBox_Extension_Pack-4.1.6-74713.vbox-extpack). Although the host UI indicates the use of VRDP and USB, it does nothing unless the extension is installed.
I set the port to 3390 as the host itself was using 3389, and opened incoming connections to that port and most importantly, connected from a different machine (Win 7 did not like connecting to itself, even on a different port).