It works like a charm on all virtual machines. In order for the initial setup to complete, your Hava must reside on the same subnet, that's why it's important to set the virtual machine's network mode to bridged, otherwise the setup program won't be able to locate it.
Once you have a properly configured Hava box, it can be accessed from the virtual machine regardless of the networking mode: you will get the MPEG2 stream when running bridged, and the MPEG4 stream in NAT mode.
One really nice benefit of Hava's pick of standard protocols: you can get to the Hava's stream with standard clients. For instance, if your local Hava box is at 192.168.1.10, just do a File/Open URL... of http://192.168.1.10 in QuickTime Player and bingo! video stream.
The one thing we really need is a simple way to access the remote control; I guess all the streaming business already comes for free with QuickTime.