I think that it's not your piece of software that needs compatibility, but the WA frontend. I tried to playback a replay without wormkit and with guest additions, and it works, but it freezes with a black-screen at exit: this last issue must be related with my host, it happens pretty often...
I want to try the same with px and windowed mode, but I don't have that specific version of directx that pxd3.dll asks for, can you link it to the generic one (d3dx9.dll)? I don't want to update my directx also, because I think that that would mess with my guest addition installation. Also, you would get rid of all the people asking about the same error
If it turns up that it's only the front-end that is not working well with virtualbox, then well you got another reason to spend half an our in creating a simple gui (I bet you know everything about game initialization, so that must be easy to implement).