Save a flash video while using your sandboxed browser?
Well I use the add-on
Download Helper with Firefox, and it works quite well to save copies of videos to my Downloads folder.
There are probably add-ons for other browsers that will do the same thing.
There is also the Firefox add-on
GreaseMonkey, and hundreds of scripts that allow you to do things easily. I've found DownloadHelper more reliable for downloading videos, though. Sites seem to be able to deactivate the download capability more easily when you use the GreaseMonkey scripts.
Of course, this really has nothing to do with Sandboxie, except that my Downloads folder is designated as a RecoverFolder.