For sandboxie. Be sure you have not yet execute the client in your PC. otherwise C:\Documents and Settings\User\Application Data\<Alt Coin>have already been created with the wallet.dat and if you use the default address in your transactions. Sandboxie will be useless.
If you already executed the client before you even used sandboxie. You have to manually transfer the C:\Documents and Settings\User\Application Data\<Alt Coin>. To the sandbox foler.
Try using a firewall like comodo. Set it to "Custom Policy". It will prompt you any unknown process that tries to connect to the net. Of course only allow process you know and trust.
Also try to use virtual machines for new altcoins. you can just transfer them later. If the new coin has proven legit and reports of malware activities
If you do not want to use virtual machines you can use Sandboxie. Create one sandox for each coin. and launch the program using one sandbox. Just be sure you do not delete the sandboxes.