If you want to always run an application in the sandbox, you can go to: Defense+ -> Computer Security Policy -> Always Sandbox, and Add the application.
This way, even if you open an application from its shortcut, the .exe will be sandboxed when it runs.
that's the problem. sometimes, i don't need the sandbox feature for programs i know are safe. other times, if i want to run a program in a sandbox, i have to go to the programs folder.
i assume no way to offer me the ability to choose what to sandbox conveniently.