A lot of games anticheat detects and bans if you're in a VM. It seems like it is only for multiplayer though (for now anyway...until they think you might be getting free DLC pants for your single player character).
A lot of them are pretty easy to bypass. EAC is one. Been playing a game with a friend that uses it for the last month or so, and it's been smooth, ever since I must've discovered what they use to check.
