Our dog has this problem. For the past month he has been vying to get out. He has climbed 6-foot fences, opened side gates, even going as far as digging a hole under the fence to get out. Nothing seems to be working to keep him from running away, even though my parents take them out on runs for marathon trainings around 12 miles! He has a lot of energy
Lately my dad has been visiting a dog trainer, and I guess the best thing to do (according to him) is to show the dog that you are dominant. Give it commands, and show your authority by showing it respect and restraint. Don't yank on its leash, just give it a quick, slight tug. Don't let the dog out of your sight, and reward it with treats.
The trainer also stated that being around other dogs for too long might be a problem, because it builds up their natural aggression and gives them that hunting instinct.
Mind you, they're Parson Russell Terriers, dogs meant to hunt and run long distance, but I think if they can train our dog, you can train yours
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is your dog neutered?