To use a physical hard disk in VirtualBox you need to create an image that will represent it.
This can be done by issuing the following commands.
Linux
VBoxManage internalcommands createrawvmdk -filename sdb.vmdk -rawdisk /dev/sdb
Windows
VBoxManage internalcommands createrawvmdk -filename D:\hdd_phy_1.vmdk -rawdisk \\.\PhysicalDrive1
For more relevant information, look at the VirtualBox manual.