Certain users might not want to restart the computer every time they wish to use the Internet anonymously with Tails. For those, a so called virtual machine can be used to run Tails inside the "host" operating system installed on the computer (e.g. Microsoft Windows, Mac OS X, etc.). Essentially these programs emulate real computers that you can run "guest" operating systems (in this case Tails) in so they appear in a window within the host operating system. Using one of these technologies allows for convenient access to Tails's features in a protected environment while you at the same time have access to your normal operation system.
There are a few security issues with this approach though.
When running Tails inside a virtual machine, both the host operating system and the virtualization software are able to monitor what you are doing in Tails.
The main issue is if the host operating system is compromised with a software keylogger or other malware, which Tails does not provide any protection against – in fact, that is impossible.
Moreover traces are likely to be left on the local hard disk.
As such, this is only recommended when the other alternative is not an option or when you are absolutely sure that your host system is clean.
That's why Tails warns you when you are running it inside a virtual machine. Do not expect Tails to protect you if you run it in a virtual machine if you do not trust the host computer, Tails is not magical!
If you read this warning while you are not aware to be using a virtual machine: there could be ain the virtualization detection software Tails uses... or something really weird is happening.
If you are unsure, and if you can afford it, run Tails from a DVD, USB stick or SD card instead.
Some tips can help making the host operating system and virtualization software a tiny bit more secure.
In the future, it will be possible to easily start Tails within Windows.