What breaks or provides a false sense of security by browsing with browsers behind sandboxie?

 

I know that I can download malware in the sandboxed browsers and Webroot won't say a peep.

 

If I enable ESET, then eset interupts the download.

 

So what do I loose in terms of protection by running sandboxed browsers?

 

Are there ways around this?  (beyond disabling sandboxie?)  i.e. any settings in sandboxie that I can modify, like the .ini file or the .cfg file?

 

Also, would it be prudent or counter productive to set webroot processes as protected in EMET 4.0?