To provide SSE 4.1 / SSE 4.2 support to guests, the host CPU has to implement these instruction sets. Starting with VirtualBox 4.3.8 it is possible to enable these instructions for certain guests using the following commands:
VBoxManage setextradata "VM name" VBoxInternal/CPUM/SSE4.1 1 VBoxManage setextradata "VM name" VBoxInternal/CPUM/SSE4.2 1
These are a per-VM settings and they are turned off by default.