Ok, we have got ubuntu and windows installed on the backtrack's virtualbox.
Lets do some more configuration to connect these three system.
1. Start Virtualbox.
2. Select the OS that you want to be configured first. I choose the Windows XP. Click "Settings".
3. Main settings window will appear.
4. As you see that the network system is NAT by the default. Because I have a mini wifi modem I will change this to Bridged Adapter that attached to wlan0 in order to the system to get IP address. Click "OK".
5. Do the same in the Ubuntu network settings.
6. Start windows XP. And get an ip address through its network properties. (dhcp).
7. Lets see the IP address of the backtrack.
8. And the IP address on the windows xp.
9. Test the connection by ping each address. When each system replies it means that the configuration is success.
10. Do the same test in the ubuntu system.
11. Check IP addresses.
12. Test the connection
All Together
Ok, That's all. Your pentest Lab is ready to be used.
Hope this helps.. :)