BleepingComputer.com: What does this error message mean ?

Hi
Can anyone please tell me what the error message "Find or create a Sandbox Directory" means.
Do computers really have a Sandbox !!!
Any advice / information would be appreciated.
Thank you
NONIC

Some programmes such as SandboxIE and Returnil will run your computer in a 'virtual world'. This means that you can do whatever and go wherever you like and any changes made to your computer, good or bad, are nullified when you reboot.

In order to answer your question, you really need to tell us what you were doing with what programme when the error msg occured.

Hi Rowal5555
Thank you for responding to my post so quickly. I apologize for taking so long to get back to you. Basically what happened was a friend sent me a disc in the mail with an Application he had copied for me. His instructions were very brief i.e. "Save it to your desk top and run it from there."

I got it to the desk top ,no problem there, but when I clicked on the desktop icon it came up: Failed to open, find, or create Sandbox directory.

Unfortunately, I have not been able to contact the friend who sent this App to me and I don't know what to do next. Any advice would be welcome.
Thank you
NONIC

Sorry Nonic, you have me there. Maybe someone else has an idea.

Cheers

Do you have any idea what the application was or what it was supposed to do?

Hi Mark
The App is Windows Excel 2003 [Portable]. I believe it can be run from a flash drive when travelling [internet cafe] but can also be put on to the hard drive.
Cheers
NONIC

Are you sure this app. isn't for a PDA?
This explains what Sandboxie is
http://www.sandboxie.com/

Hi Mark
I don't know about a PDA as I have no knowledge of such a device. Thank you for the link to the Sandboxie site. Very interesting. Is it worth downloading and if I do so will I be able to run the Excel app on the local hard drive of my desktop PC. Any comment would be appreciated.
NONIC