According to the developer of the jwPlayer it was necessary to implement the plugin as a filter to be able to support ‘.’ in tag attributes. Hence do_shortcode(..) does not work but jwplayer_tag_callback(..) will return the desired result.
Matching your example simply execute:
echo jwplayer_tag_callback('[jwplayer config="Out-of-the-Box" file="' . $urlbox[0] . '" image="http://www.mywebsite.com/myimage.jpg"]');