TP-Link WN722n Not Detected by VirtualBox

Hello.

I am taking a course on Udemy Online about Network Security. The course instructs me to purchase a Network Adapter for detecting Wireless Networks and to perform certain tasks. So I purchased a TP-Link WN722n which was recommended on several sites for this specific setup. Let me tell you my setup first...

I have Ubuntu 16.10 (YakketyYak) installed as my Host Machine. It is fully updated and working just OK. NOTE: The Wireless Adapter is detected by the Host and does work well.

I have VirtualBox Graphical User Interface Version 5.1.6_Ubuntu r110634 installed and fully updated. I also have USB Extension Pack installed.

I have Kali Linux 2016.2 installed as a .iso file and is installed via Graphical Interface (NOT LIVE).

I do have Guest Additions installed and working properly.

I am running into an issue where when I go to Settings>Network>Adapter 1 it does properly show NAT Network which is attached to NatNetwork. My 'Advanced' settings are:
Adapter Type: Intel PRO/1000 MT Desktop (82540EM)
Promiscuous Mode: Deny
MAC Address: 0800276E1527
Cable Connected: Yes

HOWEVER when going to Settings>USB>USB 2.0 (EHCI) Controller there are NO detected USB's plugged in.

And I am waiting until Kali has fully booted before inserting the Network Adapter and it still does not show.

I ran

Code:

iwconfig

and both eth0 and lo show "No wireless extensions".
I ran

Code:

lsusb

and show:
Bus 001 Device 001: ID 1d6b:0002 Linux Foundation 2.0 root hub | Bus 002 Device 001: OD 1d6b:0001 Linux Foundation 1.1 root hub

I just don't know where to go now...
PLEASE help me, I have been working on this for about 15 hours (since 3am) and several re-installs, updating, upgrading, changing etc...

Thanks in advance,
Acrillix