Switching between full-screen and a window is done by host key + F. By default, VB has left Cmd as the host key. I believe this short cut might only be available after you install the "Guest Additions", which you have seemingly done. Note, however, that full-screen VB allows you to move your mouse to the top of the screen and access the OS X menu bar. Annoyance or lifesaver, it's up to you.