It’s my understanding that anything run in sandbox that no files are saved so as to protect your computer. You can change the settings of ‘AutoSandbox’…

  • AutoSandbox Settings
    Here you can specify that suspicious applications are run automatically in the Sandbox by changing the “AutoSandbox mode” to “Auto”.

You can also exclude particular files from being run in the Sandbox by first clicking on “Enter path” and then clicking on the “Browse” button to select the files that you want to exclude.

To turn off the AutoSandbox completely, just uncheck the box “Enable AutoSandbox”.