Jack showed the gist:
Delete>>Invocation>>Automatically delete contents of sandbox
Restrictions>>Drop Rights>>Drop rights from Administrators and Power Users groups
Those are the two biggies, IMHO.
I utilize Sandboxie more than 50% of the time.
Other than that, there is not much to do unless you use Chrome. If that is the case, you might have to increase the size of the sandbox. I use it with Firefox.
You could make using it very complicated, but I keep it simple and it has protected me from the nastiest malware many times over.
I would also enable "immediate recovery".
Mainly I use Sandboxie when I visit random sites and don't feel like being cautious about what I click, though my experience helps me stay out of trouble anyway. Sanboxie is great for when you want to brainstorm the web; whether for celebrity photos, or general info, and you don't want to sit there and interpret what "web of trust" or like-programs are telling you about the safety, or lack thereof, of any given site. It is all about efficient, carefree surfing, imho. Don't get me wrong, I am not saying that you should be careless, I am simply saying that I feel more secure when sandboxed (32bit) than I have with any real-time tool protecting my PC.
If you start using SBIE all the time, don't bother yourself with
whats inside the sandbox, your only concern should be with
files that you recover to your hard drive. With Sandboxie, that's
how you get hurt. If you recover the wrong file and execute it,
then you are done if your AV don't do nothing.
Well put! I could not have said it better.