Hi ad18, I ll give you the best reason why you should build your security around Sandboxie. SBIE is a proven product and that takes time, years. If you go to the Sandboxie forum, you will NOT find people reporting getting infected. Take a guess why is that.
I don't know if Comodo is not getting along well with Sandboxie but you could try using CIS, disable the sandbox and use it along Sandboxie. If CIS conflicts with SBIE despite disabling the sandbox, find something else that runs well with SBIE.
Sandboxies protection is not "adequate" as mentioned by Biozfear, actually it is excellent and as good as you could expect from any security application.
Anyway, people who learn how to use Sandboxie properly don't get infected. You are lucky that you already know about Sandboxie, its up to you to make the wise decision of using it and if you do, you will become one of those users that visit the Sandboxie forum and don't get infected.
http://www.sandboxie.com/phpbb/
Bo