I'll second what pbjork said about java. In my case, I had to remove Java Quick Start from the package. Look for "jqs.exe" in the build files and either delete or rename it. The Thinapp Log Monitor tool is a big help tracking down what processes are launched with the thinapp if it turns out that jqs.exe isn't the problem.
I've had similar issues to what you describe when Adobe Reader or MS Office products are launched inside of the sandbox when a user opens a document from a link in the thinapp. You can exclude them from opening within the virtual bubble by doing something like this:
ChildProcessEnvironmentExceptions=svchost.exe;AcroRd32.exe;winword.exe;excel.exe;outlook.exe