One of the very attractive features of VirtualBox (and VMWare, it's called Unity there) is Seamless Mode. With Seamless Mode, your Linux windows can go side by side with your Windows windows, as with the screenshot above. If you're running a compatible window manager and virtualbox tools are loaded, going to View -> Seamless Mode should enable it. This is optional though, maybe you'd just prefer to use View -> Fullscreen instead?
Now that you have everything up and running, it's time to get Ruby installed and tested out. See you in Part 2!