VM Additions allow yor linux clients to be monitored and shutdown cleanly by the host machine, but support is a little thin. Microsoft has create general use kernel modules that seem to work with most Linux distros, but here are the specific steps for using Ubuntu.
Mount the VMAdditions as a cdrom device, then copy the files into home directory
In Server Admin:
Select the VMAdditionsForLinux that you downloaded from MS as the cdrom iso for your linux guest.
mount /dev/cdrom /media/cdrom
cp *.* ~/VMAdditions/
Get the kernel sources and build tools
apt-get install linux-source
apt-get install build-essential libncurses5 libncurses5-dev libqt3-mt-dev bin86 gawk linux-kernel-devel ncurses-dev
tar –bzip2 -xvf linux-source-2.6.15.tar.bz2
rm -f /usr/src/linux
ln -s /usr/src/linux-source-2.6.15 /usr/src/linux
apt-get install linux-headers-$(uname -r)
Install the additions
~/VMAdditions vmadd-install.run kernel-module
~/VMAdditions vmadd-install.run timesync
~/VMAdditions vmadd-install.run shutdown
That should do it!