Even though you've installed the Guest Additions software and enabled 'Bi-directional' drag and drop and copy and paste, you still can't move stuff from your host machine onto the Virtual Machine.
Fix:
Open up Task Manager on your VM, kill the Virtual Box Guest Additions Tray Application. Then, still in Task Manager, go to File > Run New Task > Browse to
C:\Program Files\Oracle\VirtualBox Guest Additions and choose VBoxTray.exe. Suddenly you should find you can copy and paste stuff.
To make this long term fix simply create a shortcut to the VBoxTray.exe and move it to your Startup folder.
