When using a virtual machine, integration with host system is essential. Mouse and keyboard capture, cross OS copy & paste, networking and so on, it simply is much easier to get guest OS to work for you when integration components are installed and enabled.
Microsoft Virtual PC Integration Components only support and can be installed on XP, Vista and Seven virtual machines. In VirtualBox these components are called Guest Additions, and can be installed and enabled on Windows 2000, XP, Vista, Seven, Linux and Unix virtual machines. VMware is the best choice when using pre-Win2000 OS's, the VMware Tools support and can be installed on Windows 95 and later, Linux and Unix virtual machines.
However, the integration components must not be installed to be able to use a virtual machine. You can for instance install MS-DOS or Windows 1, 2 and 3 editions to a vm using VMware or VirtualBox although integration components (VirtualBox Guest Additions or VMware Tools) are not supported and can not be installed.
You can also download hundreds of free vm's with pre-installed operating systems; no need to install yourself, just download a virtual hard disk and use it. Here's a list of free VirtualBox vm's: http://virtualboximages.com/Free.Vir....VDI.Downloads