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Also note, if you want the fancy features of the new gnome, you should enable 3D acceleration (Virtual Machine menu, Configure, Video). You can check if it's on by going to a shell and typing:
sudo apt-get install mesa-utils
glxinfo | less
(scroll through the output, q to quit less)
if the vendor is software, mesa, sgi, then 3D is not on. If it's parallels & nvidia, then it's on.
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lastly, if you were using Ubuntu Classic environment before, it might keep your old desktop settings. To "reset" your gnome settings, move or delete your hidden ~/.gnome2 folder. At the login screen, press Ctrl-Alt-F1 (may need to hold fn too, so it's not adjusting brightness) - this takes you to a text-only login prompt, login then run
mv .gnome2 backup-of-.gnome2
then exit and press Ctrl-Alt-F7 to get back to the GUI login screen. Click or type your username, but before putting password, Change session type from Ubuntu Classic to Ubuntu.