First, you should check if virtualization is enabled.
You can use the free tool provided by SAS Support: http://support.sas.com/kb/46/250.html
If virtualization is not enabled, then you have to enable VT-D function in BIOS (for my Asus Motherboard it was in Advanced-->System Agent Configuration settings).
I also had to enable Intel Virtualization Technology in CPU settings.
Now everything works seamlessly.
