What is the purpose of the Sandbox?

I am a new user of Free Comodo Firewall version 4.1.150349.920. Although I have read many pages in the help manual I am confused on the Sandbox.

Comodo Firewall places many of the legitimate programs I am using into the Sandbox.

Can someone tell me the purpose of the Sandbox and how to keep Comodo Firewall from always wanting to place my legitimate programs in the Sandbox?

Thanks!

Click on the link in my signature that says “Introduction to the Sandbox”. It is made by moderator Mouse1.