There should be a process locking down the sandbox. Did you check if it wasn't a subprocess of a system process like explorer.exe, svchost.exe?
Did you disable the Automatic Java Updates?
The issue might also be related to a virtual service, try adding this to the package.ini: AutoStartServices=0.
See this blog post if you still haven't:
http://blogs.vmware.com/thinapp/2011/04/whats-keeping-my-sandbox-locked.html
Hope this will help.
Oli