Microsoft Knowledge Base Article - 867595 You cannot install Virtual PC Additions on a guest PC in Microsoft Virtual PC for Mac did not solve the problem for me.
I believe all that “Apple + click” does it force mount the virtual ISO that contains the additions. It did nothing to launch the installation process.
If they still won’t install, try going to the virtual CD-ROM drive (usually D:) and manually run the setup.exe.
That worked for me.