VT-x features locked or unavailable in MSR

If you get this error message, and you Virtual Box machine fails to start, simply enable the virtualization support of your box (the real one that is) on the BIOS.

Failed to open a session for the virtual machine XXXXXXXXXX.

VT-x features locked or unavailable in MSR. (VERR_VMX_MSR_LOCKED_OR_DISABLED).

Result Code: NS_ERROR_FAILURE (0x80004005)
Component: Console
Interface: IConsole {1968b7d3-e3bf-4ceb-99e0-cb7c913317bb}