Prevent rssh users from leaving their jail directories
Solution 1:
Don't bother with rssh and creating jails if all you need is sftp. Recent versions of openssh-server can chroot sftp users for you if you are using the internel sftp server. If, for instance, you want to chroot all users of a certain group to their home directories, you can add this to sshd_config:
Match Group sftp-only
ChrootDirectory %h
ForceCommand internal-sftp
AllowTcpForwarding no