With Returnil which I have used, there is never any changes to your OS or your primary drive but, second hardrives, external etc is a different story ( depending on what your doing).I use Kaspersky and it has Sand Box in the software (a person can add application software to be run virtual). I have IE and my wifes yahoo messenger added into Sand Box,those 2 software programs run virtually,and data is erased on exit.
Cattb