To create a shared folder in WinXP under Virtual box go to the
settings in VB for WinXP and click on 'Shared Folders' then on the [+]
sign and chose the folder in Ubuntu you want to share - tick the box
to make this a permanent folder then click on 'Apply'. Note: If you
are using VB 4 then you can do this with WinXP launched, previous VB
versions you need to do the folder share with WinXP closed.

Now - open My Documents in WinXP then click on [ Tools / Map a Network
Drive ] and browse to the Virtual Box Shared Folders list and select
the folder you've just shared and assign it to a convenient drive
letter ( select the connect at logon option ). I tend to start from Z
and move downwards when sharing folders between WinXP / Ubuntu.

After that you can access the shared folder in Ubuntu as a drive
letter in 'My Computer' in WinXP - and yes it's bidirectional so
saving to it in WinXP means it appears in Ubuntu :-)

Hope this helps and FWIW there are many manufacturers who don't
support Linux directly so the user is forced into these work around
methods !