This way your host and guest are becoming one since features like drag and drop work between the 2 environments. (Try it!)
My configuration is OpenSuSE 11.4 as host and Windows 7 SP1 as guest.
Since a few days I had trouble with the mouse pointer while in Unity mode.
To solve this you should remove all mouse drivers and reboot.
This only worked once but now I found that enabling "Pointer Trails" in Windows Fixes the problem.
Go to control panel - mouse settings and enable the feature...