Yes, you are doing it correctly. Unfortunately, the gcc2 version of the VirtualBox Guest Additions package from HaikuDepot doesn’t include vboxsf driver because it crashes Haiku, IIRC. See https://github.com/haikuports/haikuports/blob/master/app-emulation/virtualbox-guest-additions/virtualbox_guest_additions-4.3.53_svn.recipe#L74
There was VirtualBox Guest Additions for gcc4 archive in zip format which included said filesystem driver but it only works with gcc4 Haiku of course. http://www.freelists.org/post/haiku-development/RFC-GSOC-2011-VirtualBox-guest-additions-added-to-official-optional-packages
There are two options: either fix the driver so it doesn’t crash the kernel or use VMware with https://depot.haiku-os.org/vmware_addons which also has the same function which even if buggy (you can’t open some files (like jpeg) from shared folders directly) seems to work.