Aparently, VBOx cannot do that. But there are other ways to accomplish it
With newer versions of vbox, you can use the VBoxManage command to start a VM in the background.
See VBoxManage --help for instructions
There is also some tips here on howto create and start VM's http://www.ubuntugeek.com/how-to-control-virtual-machines-virtualbox-using-vboxmanage.html
I guess what I would do is, setup my VM and enable the remote desktop option under its settings.
Fire it using the VBoxManage command, but remeber, you will see nothing at all at this point. The vm will be booting silently.
To see the actual VM or output, use a VNC client to connect to localhost:59xx where 59xx is the port number you chose in the VM's remote desktop settings.
With that in mind, I would put it in a script.
Then create a shortcut in the desktop to that script.