Am incorrect SCSI controller was chosen on the VM. This results from the driver that is used by default when you choose to create a machine type as "Red hat Enterprise Linux 6 (64-bit)".
The Security Gateway Virtual Edition Network Mode R77 Administration Guide states that you should use "Other 2.6.x Linux (32-bit) or Other 2.6.x Linux (64-bit)" as a machine type. When you do this, the default SCSI controller will be set correctly.