VirtualBox Extension Pack provide support for RDP, as well as USB 2.0 and PXE booting for Intel network cards.

To install the Extension pack you download and save it to your hard drive and then open the VirtualBox main program. Click on preferences and on the left side click Extensions. On the right side, click the add package icon and then open the folder that has the extension and click to install it.

Additionally you can install the Extension Pack from the command line using VBoxManage.