The following helped me
Which removed virtualbox but it did not remove virtualbox-ose-dkms which was giving me the same error as OP.
apt-get remove virtualbox
The following worked and installed the newest version of virtualbox cleanly no errors!
apt-get remove virtualbox-ose-dkms
cp -rf include/generated/* include/linux/
dpkg -i virtualbox-4.2_4.2.6-82870~Ubuntu~lucid_i386.deb