whatever happens on the computer needs your permission or rule.
for instance, if you launch mailwasher, the sandbox will tell you explorer is trying to launch it...you then create a permanent rule to allow.
then the sandbox will tell you mailwasher is trying to access the internet, and then the internet to access mailwasher.
then the sandbox is going to tell you mailwasher is trying to launch your mail client.
nothing should happen on your computer till you individually allow it, or you create a permanent rule to allow it.
this becomes anoying at times, especially installing programs, but you can always dissable the firewall when you know a bunch of things are about to happen that would need permision.
for instance, windows updates are a real pain in the butt going through a sandbox.
but man, do you feel secure