VirtualBox 4.1.4 seems to have problems with audio if/when installed in Lucid Puppy versions 510, 511, 520, 525 and 528. If the host audio is selected as ALSA in VBox, a repeatable error will return claiming that the host audio is not responding.
Lucid Puppy 510, 511, 520, 520 or 528
About the only decent work-around is to select the host audio in VBox as either OSS or PulseAudio, as shown in the following picture.
Lucid Puppy 510, 511, 520, 520 or 528
About the only decent work-around is to select the host audio in VBox as either OSS or PulseAudio, as shown in the following picture.
This allows the guest system full use of audio, but Puppy may not be able to use audio while the VM is running.
Lucid Puppy 525
There are no good workarounds for this problem in Lucid 525. To keep the error from appearing, you can set the audio driver to "Null Audio," but I recommend that if you need sound for your VM(s), then please either use the earlier VBox version 3.2.8 (available here, or use a VMware Player package (forum thread here).
If anyone is adventurous enough, I suppose actually installing PulseAudio or an older version of ALSA (as used in Lucid 500 or 501, perhaps) onto your Puppy system might also work things out, but I've not tried it.
There do not seem to be any similar audio issues in Lucid Puppy versions 500 and 501.
Good luck!