I am intrigued as to why you are using a raster version of OS AddressBase as its most useful in its vector form. Ordnance Survey supply the product in either CSV or GML formats. Same goes for CodePoint (though that one is available as CSV or NTF).
However, format aside you are still facing an issue creating a VRT data set from the TIF files. The error message would suggest one of two things:
1) You are missing the necessary executable file
2) You dont have permission to write to the location you are trying to write the output to
Taking each one separately...
Check to make sure you have the gdalbuildvrt.exe file in your QGIS installation directory as I believe this is what is used to create the VRT dataset. If the file is missing then you will need to install GDAL to get it and all the dependencies.
Output Location Permissions:
Check to make sure the location you are trying to create the VRT has the right permissions set.
Hope one of these suggestions helps you out. If not perhaps you could post more details such as the steps you are following which might help us to try and replicate your issue.