about sandbox?

I have a very loose idea what sandboxes are but do have one specific question.

If I install a program in the sandbox and decide to keep the program permanently do I have to do anything to keep it on the computer.

I probably asked that very poorly, but if the sandbox is a virtual computer and i install something in that virtual space will it be removed after a restart/ect. so, how do you move it from a virtual space to actually having it on the harddrive?

One of the moderators, mouse1, just posted an topic about what the sandbox is and it does and doesn’t. The link is in my signature.