Yes you can.
In version 5 simply go to Defence Plus Settings ~ Execution Control Settings and untick ‘treat unrecognised files as’. You will need to restart any sandboxed software. Rebooting is the safest way to do this. (Of course if the sandbox slider is set to ‘disabled’ this setting has no effect).
You can also prevent files dropped by signed installers from trusted vendors being trusted by unticking ‘Automatically trust files from Trusted Installers’.
Finally you can disable installer detection by unticking automatically detect installers under Defence Plus Settings ~ Sandbox Settings. Most people wanting to run with the autosandbox disabled keep this ticked however, as it does not allow software to run without your permission.