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I fixed the problem - by default sage notebook only listen to connections from localhost, by changing setting it to listen on any interface, connections from the host machine could be accepted.

Here's how:

Create a new file /home/sage/sagenboptions.sage with the following in it:

options = {}
options['interface'] = ''
notebook(**options)

Edit /home/sage/bin/sagenb, find where it says:

"sage -notebook require_login=False"

and replace it with

"sage /home/sage/sagenboptions.sage require_login=False"

Go to the Desktop and double-click on "Sage Noteboook"

SAFETY WARNING: Don't do this if your machine is directly connected to the internet - a nasty cracker might come and steal/mess up/delete your files.

If anyone's interested, here's all the steps to get this system going:

1. Download and install VirtualBox: http://www.virtualbox.org/

2. Install the sage-vmware image in VirtualBox (the "extra tip" is unnecessary for this to work: http://groups.google.com/group/sage-support/msg/f6811b5729c3809e

3. Set up a port forward between port 8000 on the host to port 8000 on the guest: http://www.virtualbox.org/manual/ch06.html#natforward

4. Fix the network problems with this tip: http://blog.timc3.com/2010/05/04/vmware-ubuntu-ip-address-change/

5. Perform the steps at the top of this answer

6. Open a browser on the host system and point it to http://localhost:8000/. The default user is "admin", password "sage"