Can't install and run GUI Desktop within a Virtual Machine

Can't install and run GUI Desktop within a Virtual Machine

I'm an absolute beginner with Linux, so please go easy. I've just provisioned a Linux Ubuntu 12.10 Virtual Machine from Azure and opened a terminal window in Putty. I then ran the following command to install a GUI desktop.
sudo apt-get install ubuntu-desktop
Now when I run sudo startx I get as far as Loading extension GLX then nothing.
Initializing built-in extension DPMS
Initializing built-in extension X-Resource
Initializing built-in extension XVideo
Initializing built-in extension XVideo-MotionCompensation
Initializing built-in extension XFree86-VidModeExtension
Initializing built-in extension XFree86-DGA
Initializing built-in extension XFree86-DRI
Initializing built-in extension DRI2
Loading extension GLX
What am I doing wrong? I tried running the same VM configuration on Digital Ocean with exactly the same problem, so clearly I'm missing something here?