In general, this type of sandbox is a Good Thing. I would love to live in a world where the default environment for any program is a very limited sandbox that can only interact with the outside world via standardized UI elements. That is, outside a data store specific to the application, it can only access files via the standard dialogs, and so forth. The potential for malware distribution would be significantly redu…
If you are on Windows, Sandboxie is excellent for this. Just right-click the untrusted .exe and select "Run sandboxed".