Close Sun Virtual Box active window but still have vm running

This may be a stupid question but I have recently set up a virtual machine (running XP PRO SP3) using Sun's free VirtualBox software.  Everything is working fine but I wanted to know is there a way I can close the virtual machine window but have it still running in the background?  For example, lets say I am done using the virtual machine and I hit the exit or X button it asks me to save the current state, send the shutdown signal, or pause (I believe).  I have GoToMyPC running on the virtual machine but whenever I close the virtual machine window I lose connectivity to the vm (it powers off).  I know with MS Virtual Server and VMWare you can log off, lock, close the virtual machine windows and still have the machine running (in the event you wanted to log back into the machine without having to power it off/on every time).  Is there a way to accomplish this with the Sun version?  If there is a way it is not very intuitive.  I have not been able to keep the machine running once I close the window.  Any help is greatly appreciated.