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Pick the options shown below and proceed: This should be obvious, but be aware that anything on that drive will be deleted. Now select the external drive and use the Erase function. Make sure you can see everything by going to View → Show All Devices.³ Now we need to set up the external drive in a format that Windows will understand. If VirtualBox doesn’t start for you, you’ll probably need to go to System Preferences → Security & Privacy → General and click the Allow button you’ll see at the bottom. Due to more stringent security in recent versions of macOS, you may have to explicitly allow VirtualBox to run on your system after you’ve installed it.
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I used the November 2019 Update, as other versions didn’t work for me: just grab the latest at the time you’re reading the article.