[Device > Install Guest Additions] to download guest OS additions zip. Then exact to a folder.
In that folder, run:
If you got an error on "build main" section with a message about KERN_DIR. Try:
yum install -y gcc kernel-devel kernel-headers
yum install -y kernel sources # I'm not sure if those are necessary. but i've installed it.
And reboot client OS.
And run again:
Now you should get all "OK". Reboot client OS again. Now the additions should take placed.
If still not work, this is further problem shooting teach: How to install VBox Guest Additions on CentOS 5.6-No Problem