I am trying to set up my very first virtual machine via VirtualBox (4.1.8). I created the machine and selected Linux >> Ubuntu inside VBox's installation wizard. I then went to run the machine for the first time, and it asked me for a drive from which to boot Ubuntu from.
I panicked, realizing I had got ahead of myself and did not have an Ubuntu ISO downloaded ahead of time. So I canceled out of the "first run" only to get a black terminal screen saying:
FATAL: No bootable medium found! System halted.
I powered off the VM. Just to see what it did when I tried running it a 2nd time (manually invoking a startup from VBox Manager), I re-started the VM and it did the same thing. In VBox Manager it shows the boot order as being: Floppy, CD/DVD-DOM, and then HD.
I am now confused as to how to point this VM to boot from an Ubuntu ISO somewhere on my host (Windows 7) machine. Hopefully, once Ubuntu is installed on the VM, I can just start it from VBox Manager without having to worry about where the ISO is, yes?
Can anyone point me in the right direction here?

