i think in addition to a DDL trigger, you want to change the default paths as well;
a simple CREATE DATABASE SANDBOX' command doesn't specify the path, so unless you changed it, it's going to get created in the default directory, probably something like C:\Programfiles\Microsoft SQL Server\MSSQL.1\MSSQL or something.
if you right click on a server in SSMS and select "facets", you can change the default paths for backups and the default directory for new databases.
Lowell