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Download Opera 10 Turbo preview installer
Download OperaTurbo Preview (JPE Launcher)
The whole app:files ,registry ,everything is sandboxed so any downloads will be in your .\JPE\User folders
The only problems I have had with any jpe browsers
is in trying to open a file thats on my system..say an html in my doc folder
..Without it being in the actual JPE user's folder
so in that sense you might have some trouble.