it could be a problem with your specific network adapter. I have a Dell 15R and there are no working drivers for ubuntu or ubuntu server; I even tried compiling wireless drivers myself, but to no avail.
However, in virtualbox, I was able to get wireless working by using the default configuration. It automatically bridged my internal wireless adapter and hence used my native OS's wireless connection for wireless.
If you are trying to get a separate wireless connection from within ubuntu in virtualbox, then it would take more configuring. If so, let me know, if not, I will not bother typing up instructions to something you are not looking to do, as it is quite complicated in some instances.
p.s. you should be using Windows 7 if you have any technical inclination. Do you live under a rock? No offense intended.