I don't open a web browser outside on Sandboxie. If I do I get schitzy. One thing you may have to configure is for your bookmarks to auto-recover. And when you do updates for your web browser, you have to do them outside of the sandbox. But small price to pay for never having to worry about Malware. I myself have been ~4 years free of getting anything. Used to get something at least a couple times a year.
It's only happened to me one time with this computer thankfully. I'm just a lot more careful about what I download now. What a pain it was to try and get rid of all those ads that kept popping up on me all the time! I also wanted to ask, what happens with the sandbox program if you do download a file with malware on it? Is there something (s) that you have to physically do with it to dispose of these infected programs, or does the program automatically quarantine and delete those files?
A Sandboxie icon will reside in your toolbar (far right). You right click it, select the sandbox you were running your web browser thru and click "Delete Contents". That's it. Malware will be gone along which any other file created in that sandbox. This will also clear your cache, saved passwords, prefences etc also. Basically anything you did. So if you want to make a permanent change to say your web browser setting or update your browser version, do that outside the sandbox and your sandboxed web browser will pick it up.