We place a script to start VBoxClient-all in a number of well-known global locations:
/etc/xdg/autostart
/usr/share/autostart
/etc/X11/Xsession.d
/etc/X11/xinit.d
/etc/X11/xinit/xinitrc.d
Perhaps you can find out whether the Slackware/Openbox combination knows about any of these, or has its own one? I don't think it is a good idea to modify user-local configuration files in the installer. /etc/rc.d/rc.local would not do the trick here as that starts things as root, not inside the user's X session.