A rogue program in sandboxie will never get into contact with the system to start with, that is the point of a sandbox. It emulates a complete Windows environment for programs running inside, like a virtual machine in a way, with the difference that this is not a virtual machine but a virtual Windows, with a bogus registry, a bogus file system etc.
Hence whatever nasty stuff you have inside your sandbox, it will only affect that fake sandbox Windows while your system remains safe.
But if you wish to make sure no malware survives a session, you may always simply delete the contents of your sandbox:
http://www.sandboxie.com/index.php?GettingStartedPartFive
