I can't use virtual box.
File vboxdrv don't exist.
OS Ubuntu 12.10 64-bit.
I think it is the headers that you need to install to match your installed kernel.
Install them then run the command in the error.
sudo /etc/init.d/vboxdrv setup
How did you install virtualbox? Did you download the deb file from https://www.virtualbox.org/wiki/Linux_Downloads or follow instructions farther down the page for "Debian-based Linux distributions"?
I did the latter (adding the repository and using sudo apt-get), and the only thing I had to do after installing it was add myself to the vboxusers group (although, I am running 64-bit 12.04). I also added the "Extension Pack" from https://www.virtualbox.org/wiki/Downloads
VboxGuestAdditions.iso ends up in /usr/share/virtualbox which you can mount on the virtual CD of a guest operating system. Although, in certain Linux distributions you might need to uninstall their older default guest additions before installing this matching version.