Shut down the machine then unmount the CD. My guess is (still) that you're booting to the LiveCD. It can't unmount because it's in use, because it is the operating system. Shut down the virtual machine and unmount the drive, then start it back up and see if you can save anything.
Once the machine is powered off, select the machine and click settings.
Select Storage, click on the iso image (I used TRK because it was handy), and then click unmount.
Respond to the dialog box, press ok, and voila!
No bootable medium indicates that you were running off the LiveCD all along. Follow one of the many guides online to install Fedora properly, or simply download a vdi and import it into VirtualBox.
I'd write these up but it seems redundant and beyond the scope of the original question.