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At this stage you should be looking at the desktop for "DSL" (Damn Small Linux).
I need to talk about the mouse first. This particular virtual machine as well as your main operating system (windows) both want control of your mouse. Both cannot have control of your mouse at the same time however. Therefore, you have to choose whether the mouse will be used by your virtual machine, or by Windows.
When you click into your virtual machine, it has the effect of passing control of the mouse to the virtual machine. That means you cannot move your mouse cursor past the boundaries of that virtual machine. In order to give mouse control back to windows, e
That is to say, you have two ctrl keys. One on the left of your keyboard, and one on the right. Press the ctrl key that is on the right of your keyboard. This will give mouse control back to windows.
Practice this a bit. Practice clicking into the window, moving the mouse cursor around, pressing right ctrl, and moving the windows mouse cursor around. Get the feel of it.
You should see a window that looks something like a web browser, with some text in it including words such as "Getting Started with DSL". First, close that window.
If your mouse is not working.
First, click inside the window that your virtual machine is running in). Now try moving your mouse cursor. If you do not see the mouse cursor moving around, then press (RIGHT CTRL + I). Now move your mouse cursor again.
If you notice that you are moving your "main" mouse cursor over the window, but you do not see the "DSL" black mouse cursor moving, then click again into that window. If you do this a few times, you should notice that the mouse begins to work. You may hav
1. Once the mouse is working inside of your virtual machine, go ahead and close the window entitled "Getting Started with DSL"
If you cannot see the full virtual machine window, for example because your screen resolution is set so that some of the window goes too low.
First, press RIGHT CTRL+I until you have your main windows white mouse cursor back). Now, click on "Machine" in the menu at the top of the window.
Select "Switch to Scale Mode"
Click "Switch"
Now you will have converted your firewall window to a smaller size, and you will be able to resize it. You may need to press "right ctrl" to get a windows mouse cursor (which you will need in order to resize this window
Now simply resize it to the size that works for you, and then click into the window to be able to use the black mouse cursor inside the virtual machine. I recommend you maximize this window to make sure you can read everything clearly.
2. Right click anywhere on the desktop, go to System (a red folder), go to Daemons, ssh, and start.
3. Right click again anywhere on the desktop, go to XShells -> Root Access -> Transparent
4. Now you have a window that you can type in. Type exactly as 
passwd
Once you type this and hit enter, it will ask you for a password. This is a password for full access to the firewall. Make it at least 8 characters in size.
*** IMPORTANT: Do not forget your firewall password. You will need it later in the guide. ***
When you have successfully changed your password, it will say "Password changed."
5. Now type exactly as shown below, into the same window:
ifconfig eth1 10.0.3.1
6. It will not say anything after you hit enter, it will just return you back to the prompt.
Now our firewall server is ready. We want to save this state so that we can get back to it easy in the future.
Press RIGHT CTRL+S
7. Now you will be looking at a window that says "Take Snapshot of Virtual Machine". Just click "Ok"
8. Now, let's test this out to confirm it works as we expect. Go ahead and close the virtual machine by clicking the "X" in the top right corner. A menu will come up. Select "Power off the machine" and click ok. Do NOT check the box called "Restore current snapshot".
And now you should be once again at the VirtualBox manager. You will see "Firewall (Shapshot 1), Powered Off"
9. Make sure that "Firewall (Snapshot 1), Powered Off" is selected. At the top right of your VirtualBox Manager is a button that says: "Snapshots (1)". Click it.
10. Click on "Snapshot 1", the top-most selection. This will highlight it.
11. Now right click it, and click on "Restore Snapshot"
12. A dialog box will come up asking if you are sure, click "Restore"
13. Now click the "Start" button at the top with the large green arrow.
14. Any dialog boxes that come up with a check box saying "Do not show this information again", simply check the check-box, and click ok. Do not worry about any of those.
Remember, if you do not have immediate control of the mouse inside the virtual machine, simply press RCTRL+I (press right ctrl and "I" at the same time) and click into it until you have mouse control.
Now your firewall is good to go. Any time you need it, just go to the VirtualBox Manager and follow steps 9 through 14 above. You do not have to go through the whole setup process again at any time in the future. Your firewall is ready.