Lake Wylie: that is the downside of doing it using JS.
You probably have a document.ready run a jQuery to update the links of A tags with the "sandbox" class.
If the page is not fully loaded, then the code did not run, and your URL has not changed.
If you want to make 100% sure your URLs change, you need to do it server side, using PHP.
But I would put the sandbox on some other subdomain, than the live site, and don't worry about any links (make them all absolute, starting with /).