Ubuntu – Mouse doesn’t work in the guest OS (Ubuntu 14.04.2) on Virtual Box (installed on MAC OS X)

I installed Ubuntu 14.04.2 (64 bits) to my Mac OS X 10.9.5 (64 bits) using Virtual Box version 4.3.24. I am not an experienced Linux user. When I start Ubuntu, I cannot make my mouse work in the window that it operates; it disappears in the window most of the time. My keyboard works fine. I checked other questions on similar problems, but couldn't find a suitable solution. I cannot use mouse in Ubuntu (I installed it using my keyboard).

Here are the two messages that appears when I start Ubuntu; the first one relates to keyboard (mostly), the second one relates to mouse:

1. You have the Auto capture keyboard option turned on. This will cause the Virtual Machine to automatically capture the keyboard every time the VM window is activated and make it unavailable to other applications running on your host machine: when the keyboard is captured, all keystrokes (including system ones like Alt-Tab) will be directed to the VM.

You can press the host key at any time to uncapture the keyboard and mouse (if it is captured) and return them to normal operation. The currently assigned host key is shown on the status bar at the bottom of the Virtual Machine window.

2. The virtual machine reports that the guest OS supports mouse pointer integration. This means that you do not need to capture the mouse pointer to be able to use it in your guest OS — all mouse actions you perform when the mouse pointer is over the Virtual Machine's display are directly sent to the guest OS. If the mouse is currently captured, it will be automatically uncaptured.

Any advices?

Solution Edit: I found one way to use mouse in the Virtual Box guest OS window. On the left above menu under the section Machine (on Mac) I clicked the button that says Disable Mouse Integration (Host key + I, Host key is left command key for me). After that I acted as if mouse integration was not available in my machine. Like stated in message 1 (in the above question) I pressed host key. I clicked capture in the box that appears. I can only use mouse in the window, when I want to use it in my host OS I need to hit the host key again. My new question is how can I make Mouse Integration really work?