VirtualBox guest additions on Fedora, Ubuntu

Fedora:

yum -y install binutils gcc make kernel-headers kernel-devel

Ubuntu:

sudo apt-get install build-essential
sudo apt-get install linux-headers-`uname -r`

I haven't run OpenBSD under VirtualBox, but on that OS the package installer is pkg_add. As in,

pkg_add -v ftp://ftp.openbsd.org/pub/OpenBSD/4.3/packages/i386/xemacs-21.4.19p5.tgz