When I try to start it I get:

Failed to open a session for the virtual machine WindowsXp.

The virtual machine 'WindowsXp' has terminated unexpectedly during startup with exit code 1.

Result Code: NS_ERROR_FAILURE (0x80004005)
Component: Machine
Interface: IMachine {5eaa9319-62fc-4b0a-843c-0cb1940f8a91}

and in another dialog:

Kernel driver not installed (rc=-1908)

The VirtualBox Linux kernel driver (vboxdrv) is either not loaded or there is a permission problem with /dev/vboxdrv. Please reinstall the kernel module by executing

'/etc/init.d/vboxdrv setup'

as root. If it is available in your distribution, you should install the DKMS package first. This package keeps track of Linux kernel changes and recompiles the vboxdrv kernel module if necessary.

When I try to run:

$ sudo /etc/init.d/vboxdrv setup
[sudo] password for umpirsky: 
sudo: /etc/init.d/vboxdrv: command not found

Any idea?