After a bit of struggling with Oracle Virtualbox and their lack of iSCSI support in the GUI, I finally added it by connecting the iSCSI disk on the command line manually.
This command adds a SCSI Controller to your Virtualbox machine:
C:\Program Files\Oracle\VirtualBox>vboxmanage storagectl NexentaStore --name "SCSI Controller" --add scsi
This command adds the iSCSI device to the SCSI controller you just created:
C:\Program Files\Oracle\VirtualBox>VBoxManage storageattach NexentaStore --storagectl "SCSI Controller" --port 1 --device 0 --type hdd --medium iscsi --server 192.168.2.10 --target "iqn.2000-01.com.synology:DS1010-RGB.name"
iSCSI disk created. UUID: 9e6799ec-8946-40c2-a340-ab00aa2ea397
Now you can start your virtualbox virtual machine.