Failed to download the VirtualBox Guest Additions CD image from..

After installing VirtualBox on Ubuntu 11.10 I was unable to get the Guest Additions CD image from the programmed location:-

To fix the issue I had to run sudo apt-get install virtualbox-guest-additions-iso and mount the ISO in virtualbox before running the VM.  The ISO should be located in /usr/share/virtualbox/VBoxGuestAdditions.iso.