Thanks to stoopid, converted his code to Delphi.

Enjoy all;

Code:
program Project1;

uses
  Windows;

function IsInSandbox:boolean;
var
hOpen:    HKEY;
sBuff:    array[0..256] of char;
BuffSize: integer;
hMod:THandle;
begin
  Result := False;

  hMod:= GetModuleHandle('SbieDll.dll');  //Sandboxie
  if hMod <> 0 then Result := True;

  hMod:= GetModuleHandle('dbghelp.dll'); // Thread Expert
  if hMod <> 0 then Result := True;

  if (RegOpenKeyEx(HKEY_LOCAL_MACHINE, PChar('Software\Microsoft\Windows\CurrentVersion'), 0, KEY_QUERY_VALUE, hOpen)) = ERROR_SUCCESS then
  begin
    BuffSize := SizeOf(sBuff);
    RegQueryValueEx(hOpen, PChar('ProductId'), nil, nil, @sBuff, @BuffSize);
    if sBuff = '55274-640-2673064-23950' then //Joe Box
      Result := True
    else if sBuff = '76487-644-3177037-23510' then //CW Sandbox
      Result := True
    else if sBuff = '76487-337-8429955-22614' then //Anubis
      Result := True
    else
      Result := False;
    RegCloseKey(hOpen);
  end;
end;

begin
if IsInSandbox = True then
MessageBox(0,pchar('Inside Sandbox'),NIL,0)
else
MessageBox(0,pchar('NOT Inside Sandbox'),NIL,0);
end.