From Ronen Tzur
Sandboxie runs your programs in an isolated space which prevents them from making permanent changes to other programs and data in your computer.
The red arrows indicate changes flowing from a running program into your computer. The box labeled Hard disk (no sandbox) shows changes by a program running normally. The box labeled Hard disk (with sandbox) shows changes by a program running under Sandboxie. The animation illustrates that Sandboxie is able to intercept the changes and isolate them within a sandbox, depicted as a yellow rectangle. It also illustrates that grouping the changes together makes it easy to delete all of them at once.
Benefits of the Isolated Sandbox
# Secure Web Browsing: Running your Web browser under the protection of Sandboxie means that all malicious software downloaded by the browser is trapped in the sandbox and can be discarded trivially.
# Enhanced Privacy: Browsing history, cookies, and cached temporary files collected while Web browsing stay in the sandbox and don't leak into Windows.
# Secure E-mail: Viruses and other malicious software that might be hiding in your email can't break out of the sandbox and can't infect your real system.
# Windows Stays Lean: Prevent wear-and-tear in Windows by installing software into an isolated sandbox.