CRM Online Sandbox Mode Plugin causing all sorts of issues - C# Plugin

I cannot write to my local hard disk or even ftp out using a plugin? I basically wanted to create a plugin that triggers based on the status of an order and then write the order info into an xml and then post to the ftp server. But keep getting security issues and read that this is a restriction with sandbox mode where there are certain restrictions.

I guess is there a way to trigger an executable file from a plugin? I might have to take that route in order for this solution to work the way I want it to work.

I manage to extract data from CRM into an XML file and then upload to an FTP using console app, but cannot using plugin due to this.