Can you check the Virtual Machine settings, make sure that under Networking your Modem is selected. Also have a look under Integration Features and see what you have ticked in there.
To find the Settings go here, C:\Users\usernamexxxx\Virtual Machines, and highlight the VM listed, and then check the Explorer bar for the item called "Settings" and click on it.
When any VM is loaded do you see a drop down menu across the top of the Desktop with USB as the heading, if you click on that you can attach pieces of hardware via that? If you exit Full Full Screen of the VM (via the restore down box), you will see more options across the top of the VM Desktop which include a Tools item, this is another way to get to the Settings of the VM.