Mac OS X: If you want to launch a VirtualBox machine directly as an application, you’ll need to know some basic AppleScript. Open Script Editor and enter the following:

do shell script "vboxmanage startvm Ubuntu"

Substitute Ubuntu for the name of your virtual machine. If you’ve got a machine with a space in the name, you’ll have to escape the space with the \ character. Then, save your script as an application instead of a script. You don’t need to check any of the three options boxes. When you’ve saved your new app, you can drag it to the Dock, change its icon, etc as if it’s just another application.

Follow-up: If you want to change the icons for these apps, check out this post