Headers for current kernel not found

Verifying archive integrity... All good.
Uncompressing VirtualBox 4.0.12 Guest Additions for Linux.........
VirtualBox Guest Additions installer
Removing installed version 4.0.12 of VirtualBox Guest Additions...
Removing existing VirtualBox DKMS kernel modules ...done.
Removing existing VirtualBox non-DKMS kernel modules ...done.
Building the VirtualBox Guest Additions kernel modules
The headers for the current running kernel were not found. If the following
module compilation fails then this could be the reason.

Building the main Guest Additions module ...done.
Building the shared folder support module ...done.
Building the OpenGL support module ...done.
Doing non-kernel setup of the Guest Additions ...done.
You should restart your guest to make sure the new modules are actually used

Installing the Window System drivers
Installing X.Org Server 1.10 modules ...done.
Setting up the Window System to use the Guest Additions ...done.
You may need to restart the hal service and the Window System (or just restart
the guest system) to enable the Guest Additions.

Installing graphics libraries and desktop services components ...done.
Press Return to close this window...