Generally: Aside from being entirely obsolete, a "cross-over cable" is also specific to copper Ethernet wiring and makes absolutely no sense in virtualized networks. You just use a regular cable (or "cable").
In VirtualBox: You get a direct host↔guest connection by selecting "Attached to: Host-only adapter". (If there aren't any available host-only adapters, create one in Preferences → Network.)
(…Okay, that's not 100% the same. The "host-only adapter" is a virtual switch, and by default VirtualBox runs its own DHCP server on it as well. But if you turn off DHCP in Preferences, then it is completely indistinguishable from a direct cable connection.)