It's doubtful that your download actually contains a key logger if you got the download from the Sandboxie Download link at:
http://www.sandboxie.com/index.php?DownloadSandboxie
Do you have any experience with using the md5 sum verification procedure, in which the downloaded file is analyzed by a program that runs on your computer, and that program generates an md5 number - which can then be compared to the md5 number that is provided by the download site? It's a way of checking if you got a valid file downloaded.
The above Download page shows an "md5/sha1" link to the right of each of the 2 download files available. If you click on either of those links you will see the md5 numbers provided by Sandboxie.com, for different versions of the Sandboxie program downloads.
The procedure is for you to generate your own md5 numbers from the Sandboxie file you downloaded, and then compare your numbers with the md5 numbers shown on that page.
You can Google a search for md5sum, but you will mostly find a program that works in a black, DOS style box. That creates problems of it's own, since using it is somewhat awkward. I also have a program called md5summer. My version is kind of old, so I don't know if it's been updated recently. The version I have is meant primarily for generating md5 sums for a whole folder of items, although it will generate an md5 number for only one file.
Do an Internet search and perhaps you will find a program, to generate md5 sums, that you will be happy with - and then use it to check the md5 numbers for the Sandboxie file you downloaded, against the md5 numbers provided on the Sandboxie page.
Maybe someone else will suggest a program for you to use...