The "Kioptrix" boot-to-root VMs are some of the most popular hacking challenges but are intended for use with VMWare. If your choice of virtualization is VirtualBox you can choose to mount the VMDK disk image of "Kioptrix: Level 1 (#1)" but will likely end up with a Kernel panic. To get it working in VirtualBox do the following:

1. Create a new VM and choose not to use a disk
2. In "Settings -> Storage", remove the SATA controller entirely and under the IDE controller add an new (existing) disk - and select the VMDK.
3. Under "Settings -> Audio" untick "Enable Audio"
4. Under "Settings -> Network" expand "Advanced" and change the Adaptor Type to "PCnet-PCI II (Am79c970A)"
5. Under "Settings -> Ports -> USB" untick "Enable USB Controller"

This should allow the VM to boot and also take care of any "hardware changed - reconfigure?" prompts that you might otherwise have gotten and the network should attempt to obtain an IP via DHCP (I set networking to "Bridged").

I haven't yet tried the other Kioptrix VMs but I suspect they'll have the same issue given their age (the kernel panic error is due to "changed" hardware config... namely the VM trying to find the disk on IDE but VirtualBox using SATA as the preferred disk type).