Using Sandboxie
Sandboxie installs a new program group called Sandboxie. In it you will find Sandboxie Control, your easy interface to the Sandbox system service. 
When Sandboxie Control is active, an icon appears in your taskbar notification area (sometimes referred to as the system tray):    
If this icon does not appear, start Sandboxie Control manually by navigating through your Windows Start Menu to the Sandboxie program group and launch Sandboxie Control. 
The yellow icon represents the empty sandbox. It is empty as no programs have been sandboxed yet. Right-click on the tray icon to bring up the Sandboxie Control menu: 

The default action, Show Processes, brings up the main window of Sandboxie Control: 

The window displays the list of processes that are currently sandboxed. A process is the operating system term for a program that is being executed. The picture above shows a case where no processes are being sandboxed. 
Running sandboxed programs
An action available from both the File menu and by right-clicking the tray icon is Run Internet Explorer. This action launches Internet Explorer under the control of Sandboxie. After performing this action, Internet Explorer should start, and the main window should reflect that Internet Explorer is running sandboxed: 

The tray icon also reflects that processes are being sandboxed:   . 
You will also see the special indicator [#] appear in title of the window. This means the window, and the process it belongs to, are under control of Sandboxie. 
In the same way, the Run Default Browser action launches your default browser under the control of Sandboxie. Sandboxie is not tied to Internet Explorer, it can run other browsers just as well. 
The Run Email Reader action launches the program you use to read your emails. If you are using Outlook Express to read your mail, Sandboxie will allow Outlook Express to reach outside the sandbox and update your actual mailbox files. This assures that new mail downloaded to your computer is not lost when you empty the sandbox, because that mail was not stored in the sandbox at all. 
Sandboxie allows this special direct-route access only to mailbox files and only by your mail reader. Viruses and trojan horses that lurk in mail messages are not eligible for this special treatment: Any effects they have will only last until the time you empty the sandbox. 
If you are not using Outlook Express, you may still configure Sandboxie to let your mail reader direct-route access to its mailbox files and get the same benefit. However, you would have to configure this manually; see the section on configuring Sandboxie, below. 
Another action available from both the File menu and by right-clicking the Sandboxie tray icon, is Run Program..., which pops up a dialog box in which you can type a specific command name to invoke: 

For example, type C:\Program Files\Internet Explorer\iexplore.exe into the box to launch Internet Explorer, and it would be no different than using the Run Internet Explorer action. 
You can run most programs under Sandboxie; for an example of this, type notepad into the box to launch the Windows Notepad. Notice how Notepad also exhibits the Sandboxie indicator [#] in its window title. 
Similarly to the Windows Run Program... dialog, the Sandboxie Run Program... dialog maintains a history of commands typed into it. Use the drop-arrow at the right end of the input box to access that history. Use the red button adjacent to the input box to delete commands you do not wish to keep in the history. 
Finally, Sandboxie also offers the Run from Start Menu action, which displays a Start Menu similar to that of Windows, but starts the programs under the supervision of Sandboxie. The menu will appear near the top-left edge of the screen: 

Most programs displayed will typically be thosed found outside the sandbox. If you have installed any programs into the sandbox, the menu will also show these programs, assuming shortcuts to these programs were properly installed. 
Understanding the sandbox
Please keep in mind that altering your computer in any way, when done from a program that is running under the control of Sandboxie, applies the changes only within the sandbox. To show this better, following are two things you can try. 
1. Run your browser under Sandboxie, browse to a Web page and mark it as a favorite (or a bookmark). Now run your browser as you were used to, without the supervision of Sandboxie. (You do not have to close the sandboxed browser for this.) You should notice the unsandboxed browser does not show the new favorite (or bookmark) item: that item exists only within the sandbox. 
2. Run Windows Notepad under Sandboxie. Type a few lines into the editor and save the file to the root folder of your C: drive. Now use the Windows Explorer to open your C: drive folder, and you should not be able to find the saved file there. The file exists only within the sandbox. Furthermore, if you use Notepad to edit an existing file, then save that file, the modified copy is stored within the sandbox, while the original file remains as it was outside the sandbox. 
Terminating programs
You can use the Sandboxie Control main window to see a list of those processes that are being sandboxed. 
You may now safely browse the Web, knowing that any changes to your system can be easily removed. Once you're done browsing, you may close all browser windows until the tray icon changes back to reflect that the system is no longer being sandboxed:   . Or you may use the Sandboxie Control action Terminate All Sandboxed Processes to end all processes that are being sandboxed. You may also find this action useful if you come across any web pages that whip Internet Explorer into a frenzy of opening new windows. 
Emptying the sandbox
When you are ready to dispose of the contents of the sandbox, open the Sandboxie Control main window by right-clicking on the tray icon, then select the action Delete Contents of Sandbox from the File menu. The Delete Contents of Sandbox window appears. 
Simply click Start to delete the contents. It should only take a moment. You will lose all the information stored within the sandbox, but you will not lose any information stored outside the sandbox. 
It is a good idea to empty the sandbox at the end of the day. It is a very good idea to empty the sandbox when you notice unrecognized programs running inside the sandbox. Remember, you can see the list of all processes running under the control of Sandboxie through the main window of Sandboxie Control. If you discover process with names you do not recognize, they may very well be malware that you should get rid of, by emptying the sandbox. 
Before emptying the sandbox, Sandboxie makes a quick examination of the contents of the sandbox in a number of key folders, such as the My Documents folder. If Sandboxie finds any items that seem interesting, it offers you an easy way to recover them prior to deleting the sandbox: 

If you wish to proceed, the Quick Recovery tool appears: 

In this particular instance, Sandboxie has found one new Favorite shortcut in the Favorites folder, and one file downloaded into the folder Downloads just below the My Documents folders. An item in any sandboxed folder can be recovered to its counterpart folder outside the sandbox, using the Recover to Same Folder button, the leftmost one on the row of buttons. 
Alternatively, the middle button, Recover to Any Folder, pops up a Browse For Folder dialog box, which lets you select the particular destination folder into which to move the sandboxed item. 
Before clicking a button, you should select either a single file or an entire folder on which to perform the recovery. 
You can configure Sandboxie to automatically empty the sandbox after use. You can also configure the list of folders that Sandboxie examines for Quick Recovery. For more information, consult the following section on configuring Sandboxie. 
Configuring Sandboxie
You may configure several aspects of Sandboxie by using the Options menu: 

When the menu option Run Sandboxie Control on System Startup is checked, Sandboxie Control automatically runs whenever you restart your computer.
When the menu option Enable Sandboxie Toolbar for Internet Explorer is checked, Sandboxie adds two buttons to Internet Explorer: 

The first button, Sandbox This Web Page, will restart Internet Explorer under the control of Sandboxie, pointed to the same web page you were browsing when you clicked the button. The second button, Sandboxed Favorites, works like the Favorites menu of Internet Explorer, but provides the list of web sites you have marked as favorites while browsing using Sandboxie. 
The next two options from the options menu are Install Desktop Shortcut for Web Browser and Install Quick-Launch Shortcut for Web Browser. These install shortcuts icons on your desktop and quick-launch bar, respectively. The shortcuts will run your default Web browser. The shortcuts are installed automatically the first you run Sandboxie. You can use the options menu to un-install or re-install them at any time. 
The next four actions in the options menu configure the way Sandboxie behaves with respect to programs it runs and to the sandbox. These options bring up dialog boxes which should self-explanatory for the most part, and so they are not discussed here at length. These actions modify the Sandboxie configuration file, and then immediately reload the modified configuration into Sandboxie. As an alternative, you may use the last two actions in the menu to manually edit and reload the configuration file. The following section brief describes the structure and contents of the configuration file. 
The Sandboxie Configuration File
The configuration file is a plain text file, which contains instructions affecting the behavior of Sandboxie. Sandboxie expects the file to be in the Unicode encoding. Most text editors, including the Windows-provided Notepad, support the Unicode encoding. The file is initially created in the Unicode encoding; with most text editors, again, including Notepad, the same encoding will remain in effect when you save the file. 

The file should be named Sandboxie.ini and placed in your Windows folder. When using Sandboxie, you generally need read-access to the configuration file. To make changes, update access to the file is required. This should makes it possible for an administrator to dictate a specific Sandboxie configuration (or policy), which limited-account users would not be able to alter. 
Contact
I hope you find Sandboxie useful to you. If you have any questions or comments, please visit the forums at http://www.sandboxie.com, or send mail to tzuk at sandboxie dot com, the author of Sandboxie.