Lots of people report some problems with dkms in order to run Virtualbox properly with latest 4 kernel. At the time being the latest kernel is 4.4.1.
The details below are based on Debian stable (jessie) but should work fine on other distributions as well.
All you need to do is simply running the following command:
Output might be like:
root@stelios-pc:/home/stelios# /usr/lib/virtualbox/vboxdrv.sh setup
Stopping VirtualBox kernel modules …done.
Uninstalling old VirtualBox DKMS kernel modulesError! Could not locate dkms.conf file.
File: does not exist.
Trying to register the VirtualBox kernel modules using DKMSError! DKMS tree already contains: vboxhost-5.0.14
You cannot add the same module/version combo more than once.
(Failed, trying without DKMS)
Recompiling VirtualBox kernel modules
Starting VirtualBox kernel modules …done.
Eventough some errors appear, Virtualbox is running fine. Be sure you updated your system to the latest stable version of Debian.