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Have you tried going into device manager on windows, removing the VBOX entry for your ALFA (double check its your alfa)... then open virtualbox... change network settings to NAT or bridged to your standard NIC, bootup *nix well bt4, connect the ALFA after booting up and it may work.
It does suck however I installed virtualbox with bt4 final on my win7 laptop and had issues with the adapter working by itself. The above suggestion worked fine :)
To get rid of the device just press delete and confirm when asked.