Hi is it possible to create a new sandbox that only allows Firefox and one site for example "my bank.com" ?

You can allow only firefox.exe (and probably some other other .exe's) to run in a sandbox with the Start/Run Restriction.
You will likely get messages from Sandboxie that other .exe's also want to run, and will need to decide whether to allow them or not.
Such as: plugin-container.exe (if flash-like content is encountered), or a .PDF viewer, if it's needed.
I have a fairly long list of allowed .exe's in my banking sandbox settings.

I don't know of any way to limit Firefox to access only one site, though.

You could make a Desktop shortcut to use the banking sandbox and go directly to the address that you want:
Use Sandboxie's Configure > Windows Shell Integration > Add Shortcut Icons, to create a Desktop shortcut.
Then modify the shortcut's Properties > Target line, by adding a <space>(Internet address) to the end of the line.
Example, with XP's program paths:
"C:\Program Files\Sandboxie\Start.exe" /box:(Sandboxname) "C:\Documents and Settings\All Users\Start Menu\Programs\Mozilla Firefox\Mozilla Firefox.lnk" www.mybank.com

I'm not crazy about having my shortcuts point to another shortcut, as is the case above.
I would make my own shortcut that points directly to the "firefox.exe" file:
"C:\Program Files\Sandboxie\Start.exe" /box:(Sandboxname) "C:\Program Files\Mozilla Firefox\firefox.exe" www.mybank.com

As I said, this would start Firefox sandboxed, and go to the bank's site. However, you could still go off surfing the Internet.
I also use a separate Firefox profile, in addition to using a separate sandbox for banking.
My banking Firefox profile has the bank set as my home page; it's own limited set of extensions installed; and it's own set of bookmarks.

I see, thanks for your advice ..... would you use switchy to swap profiles in firefox ?

https://addons.mozilla.o
rg/en-US/firefox/addon/switchy/?src=userprofile

That sounds promising, although I haven't used it.
It sounds better than trying to use Firefox's Profile Manager to switch between profiles.

I'm using two Desktop shortcuts for the different profile/sandbox combinations.
My Firefox profiles are called Secure and NonSecure, and the corresponding sandboxes are called SecureBox and NonSecureBox.
"C:\Program Files\Sandboxie\Start.exe" /box:SecureBox "C:\Program Files\Mozilla Firefox\firefox.exe" -no-remote -P "Secure"
"C:\Program Files\Sandboxie\Start.exe" /box:NonSecureBox "C:\Program Files\Mozilla Firefox\firefox.exe" -no-remote -P "NonSecure"

I need other shortcuts to run Firefox with the appropriate profile unsandboxed, for updating of extensions in the profiles, since I don't have the entire Firefox profile folder selected for direct access.
So I keep these shortcuts in a Desktop folder:
"C:\Program Files\Mozilla Firefox\firefox.exe" -no-remote -P "Secure"
"C:\Program Files\Mozilla Firefox\firefox.exe" -no-remote -P "NonSecure"

Of course, you still have to deal with the Sandbox Settings for each sandbox, so that items can be saved out of the sandbox before it is auto-deleted.

With your excellent advice a new sandbox, Switchy and Simple block I have achieved exactly what i wanted

See this link if your interested

http://www.ghacks.net/2012/02/15/how-to-turn-chrome-or-firefox-into-a-single-site-browser/

many thanks Peter

Thanks for the info.
[Edit]Simple Block has virtually no instructions that I could find, and is not "simple" for the average person to use.
At this time the Switchy extension has not been officially updated to work with Firefox versions greater than 9.

Your right it does warn you its not easy
For simple block i just changed my bank,com for my real one

Mozilla Firefox users need to install the SimpleBlock extension for their browser first. They then need to create a SimpleBlock.ini file in the user profile folder and add a regular expression to it to allow access to certain sites.

R: https?://(?!(My.bank.com|Second.site.com|Third.site.com))

This would allow access to the three domains mentioned above, and block all other connection attempts.