With the latest kernel (4.3) and my VirtualBox 5.0 setup the standard
sudo /etc/init.d/vboxdrv setup
does not pop up warning you to dpkg the kernel and virtualbox header... Instead this does:
/sbin/vboxconfig
Running that does absolutely nothing on my setup... scouring the webz I found that this is now what is needed at least for now
sudo sh -x /sbin/rcvboxdrv setup