Yeah, if you really want/need a secure sandbox, you should use WMWare, VirtualBox or one of the alternatives. I have a VirualBox install of XP, where I install some programs I only need once. (Eg. codecs for obscure video formats.) I can restore it to initial state whenever I want.
However, virtual machines are usually very limited when it comes to OpenGL or DirectX stuff, so you might not be able to run many demos.
However, virtual machines are usually very limited when it comes to OpenGL or DirectX stuff, so you might not be able to run many demos.