Actually, I do seem to have underestimated the difficulty here.
OK, in a nuclear submarine (because why not) floating in water, surrounded on all six sides by concrete (as thick as you like,) on a planet without native life or colonists (I suggest one of the more useless gas-giant moons.) And it's running on regular off-the-shelf technology, so no nanites or quantum magic. It can probably blow up the sub, but then a) it's dead and b) no-one cares.
Oh, and the concrete is lead-lined.
Update 2013-09-05.
I have since played two more AI box experiments after this one, winning both.
Update 2013-12-30:
I have lost two more AI box experiments, and won two more. Current Record is 3 Wins, 3 Losses.