One of the new features of Sandvox 1.5 is that the Site Document file can be opened and the actual media files (JPGs, PDFs, SWFs etc.) can be seen. I find this very helpful to understand what is going on.

Sandvox still has a longing to hold on to the original file if you re-import it with a different name, but at least I can see what is happening.

This screencast showing how to open the Site Document is called:

[Sandvox - Show Package Contents]

 It is in [Videos] > [Screencasts Section]