Hi,
I recommend Sandboxie. While, I do like HitmanPro.Alert, Sandboxie will have the programs executed in a virtual environment (if you open them in Sandboxie). This means the actions taken by the virtualized program will not affect your system. (this is if you have to choose between either one, otherwise I would recommend using both - since you asked which one out of the two).
If you download a lot of new stuff and are not sure if something if malicious or not (maybe you thought a program was a bit suspicious) you could execute it in Sandboxie. This would then allow you to see what happens whilst it's running in Sandboxie. Please be aware, some malware is "Anti-Virtualization", meaning if it detects itself being virtualized it may then do nothing malicious.
"Anti-Virtualization"/"Anti-Debugging"/"Anti-Sandbox" techniques are done to trick the user into thinking the program is safe (do nothing malicious until they detect themselves not being virtualized (including running on a VM) or in a sandbox. Then, the user believes the program is safe and decides to execute it on his real system (non-virtualized). The malware sample will then see it is not being virtualized and it will then start the attack of the user. For example: download more malware, start services (these services can be used to try to protect the malware processes), terminate other programs such as Antivirus software (if it can) or even recovery logging software like FRST, drop files into System32 or other Windows folders areas, or even encrypt files. The list can go on.
Another suggestion from me is to use HitmanPro.Alert and when you have a suspicious program (or a program you are unsure of), you can go to one of the following links and submit the sample for sandboxing. The online service will then return the results from what happened on the system (behavioural monitoring results for the sample) whilst it was being executed. This can help you distinguish whether the sample was malicious or not without actually running it on your system.
- malwr.com
- anubis.iseclab.org
However, nothing is full proof. If malware does manage to escape a Sandbox, then... Whereas, if you used a online service and it happened, for you there is no issue since it was being executed on the service server/systems and not yours.
Cheers.