I previously reported that Alt+Enter didn't work to come out of fullscreen mode with Linux (Centos 4). After experimenting a bit, I found that if the Enter I press is the dedicated Enter key (on a MBP keyboard), it still doesn't work. However, if I press the Return/Enter key, it does work. So the problem is confined to the dedicated Enter key.
Sounds interesting... I have not yet dared to upgrade any of my other VMs after the disaster with XP. Hopefully, TPTB will take note of this and fix it in the next release... lord knows they got a list 12 miles long. = )