Sandboxie Control > Sandbox Settings > Appearance:
Normally, Sandboxie inserts the Sandboxie marks [#] in the title bar of windows associated with sandboxed programs.
You can use the first checkbox to override this default behavior and prevent the Sandboxie marks from appearing.
You can use the second checkbox to extend this default behavior to also insert the name of the sandbox between the [#] marks. This is useful when you frequently use the same programs in more than one sandbox.
Note: It is not possible to enable both checkboxes at the same time.
Sandboxie can also draw a colored border around the active (foreground) window, if that windows belongs to a sandboxed program. Use the third checkbox to enable this behavior and choose the border color for programs in this sandbox.