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Linux (redhat5 kernel at least; more recent is better), MacOS and various flavors of Windows are all acceptable host operating systems. Additionally you'll need a virtual machine manager: software virtualization software: something which allows you to start and stop the appliance and adjust its configuration. Since VirtualBox is the application being used to create the appliances, that's what we recommend for users.
Installing VirtualBox
Simply go to the VirtualBox downloads page and download the binary version appropriate for your host OS. See chapter 2 of the User's Manual for installation instructions. Next install the GuestAdditions.