SandboxIE has been invincible in my experience (when used correctly of course). I have about 20 XPs on 5 Hard Drives and I use SandboxIE on about half of them; most of these are for testing (a rotten habit!!) . I also use Windows 2000 Professional but I can not get SandboxIE to install on it The other half I use Returnil, and on on some of these I also use SandboxIE. I use the two together to confound my grandchildren who always try to download something If they want to download something they have to call me and thus I control what they do download.
other: Ubuntu 8.10 guest account. Regular user $HOME (/home/<username>) is not accessible. Guest account is on /tmp and /tmp is flushed on reboot.