completely sandboxed portable applications?

Hello.
I have looked everywhere and cannot find the type of portable app creator that I want.
Basically I want to create a portable application that is sandboxed.
For example, if you open a portable Firefox and go to File-->"Save page as", and save the file on desktop,
the sandboxed Firefox would not save the webpage to desktop
but instead it would save to
%Firefox portable Directory%\Sandbox\%root directory%\Users\Admin\Desktop\

I have apps that automatically save files to Application Data folder. If I use portableapps, my apps would still save the files to Application Data folder and so my apps would not truly portable. Instead, I want my apps to save the files to %app directory%\sandbox\%root directory%\Users\AppData\
So I can find and edit them.

Does anyone have a resolution to this problem please?