SymptomsF9 - F12 keys in Virtual Machines are working the way they usually work in Mac OS:
* F9 - 'All windows'
* F10 - 'Application windows'
* F11 - 'Desktop'
* F12 - Dashboard'
If you are used to the Windows-style behavior of the mentioned keys, you may send keys to your virtual machine by choosing Devices -> Keyboard -> <needed_key> in the top menu for your virtual machine. (In older versions it should be Action -> Send Keys).
Also, you can use F9-F10 with Command key (sometimes called Apple key).
On Mac OS Tiger, if you do not like the option 'Send Keys' and prefer using F11 - F12 right from your keyboard 'in Windows mode', you will have to remove all shortcuts from these keys. For this you should go to Mac OS X 'System Preferences -> Keyboard & Mouse -> Keyboard Shortcuts' and disable F11 and F12 keys.
Also, on Mac Book series, instead of F-button you may use use FN button combination, e.g. FN+F8 instead of F8.
If you want F-buttons to be recognized as they are, go to the Apple 'System menu -> System Preferences -> Keyboard & Mouse (Hardware section), open the 'Keyboard' tab and check option 'Use F1-F12 keys to control software features'.
On MacBook please enable “Use all F1 etc. keys as standard...” option in keyboard settings.