Installing DirectX support into Windows running on VirtualBox 3.0

I read in the release notes that VirtualBox 3.0 has experimental support for DirectX – this is neat since some Windows games maybe able to now run inside a Windows guest running under VirtualBox. The fine print in the 3.0 manual however mentions you need to install the Guest Additions into Windows when it’s running in safe mode otherwise the DLLs get overridden.