Is this supposed to be the way it works? I often have multiple instances of Firefox open for different tasks, and I tried to launch a second instance of FF sandboxed via the context menu but no red border. Checking Avast Sandbox settings nothing was running inside the sandbox. After closing all other instances of Firefox and trying again it sandboxed. I tried with another program (Irfanview) and I had one instance not sandboxed and another sandboxed.
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XP3 SP3 / Avast 6.0.1000