NTFS: Deny all permissions for all files, except where explicitly added

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http://serverfault.com – I'm running a sandboxed application as a local user. I now want to deny almost all file system permissions for this user to secure the system, except for a few working folders and some system DLLs (I'll call this set of files & directories X below). The sandbox user is not in any group. So it shouldn't have any permissions, right? Wrong, because all "Authenticated Users" are a member of the local "Users" group, and that group has access to almost everything. I thought about recursively adding deny ACL-entries to all files and directories and remove them manually from X. But this seems e (HowTos)