The annoying problem that I have is that I have an AMD processor that supports Virtualization, but the MOTHERBOARD does not. I've just recently discovered this. It's a Gigabyte board that is only around 6 months old, and while it lists Virtualization support in the Bios, it apparently is either a bios option unused with that board, or it is some other type of support protocol that is different from AMD's Hyper-V.
I'm in the process of sending-in some e-mails to Gigabyte to see if there might be a Bios update for the board that might enable the necessary Virtualization support needed (as the AMD Utility seems to suggest is possible), but I am not very hopeful.