Not every app works well running inside a VM -- things that make direct hardware calls or depend on their own drivers (such as specialized graphics and sound card adapters) can cause problems when they are virtualized. You don't need anti-virus and other protective programs, and many of those don't work inside VMs anyway.
- Understand how to tweak your individual VM settings. Each desktop VM product has a way to change the individual guest VM's settings for RAM, network connection, and how it attaches to your host PC's resources such as CD drive, sound card, and the like. Typically, you must shut down the VM before you can make any changes to these settings. Don't be afraid to experiment with what works best in your situation.