We had this "escape" issue with my son. He had some other behavioral oddities as well and after some evalutions we found out that he has a sensory processing disorder - this may not be the issue with your son but might be something you might want to consider if he is consistantly trying to "escape". With Sensory Processing Disfunction often a child may get overwhelmed or underwhelmed by the things in their environment (sight, sound, touch etc). When my son was younger and feeling overwhelmed by his environment (too many people, too loud, too much hustle-bustle, unfamiliar people/places) his instinct was to run/"escape". As a mom this was frustrating - particularlly since he has a twin sister so I had two to keep up with. It can also be unsafe if unchecked. We had an incident where he was with our nanny and escaped from the McDonalds playarea into a McDonalds parking lot and that nearly put me into heart attack mode.
Over time my son has found ways to cope with environments that make him unsettled much better, but it took time and practice. It also took a sensitivity on our part to better observe and understanding WHY he was trying to escape and see the signs before he would attempt an escape. If the escape is a fight-or-flight reaction on your son's part he may not be able to articulate to you why he is running. He may even know that he is not supposed to run away but he may feel overwhelmed and compeled to...it is very much so an instinctual reaction. If he is communicating with you well, I'd probe to see if you can draw out the "why". If there is no "why" for it, spend some time observing him to see if there is any pattern in regards to what seems to be triggering the running. I've now gotten much better at observing my sons behaviors and when I can see a given environment is just too much for him, I may cut our time short or choose a change in scenary. I know this may not help you with your MDO issue, if it is a broader problem you are having in MDO and while with you all, you might consider whether or not he might have sensory issues and it may be worthwhile to get him evaluated. You might also consider whether or not the MDO program you have him in is the best program for his needs. Maybe shop around for other programs that are better suited for his comfort.
The other thing I can say is that you do need to give him as many opportunities to "practice" complying and staying close to mom and dad when you are out and about in public places as possible. Have him walk through the parking lot holding your hand vs carrying him, go for walks, to the park, to mall etc and practice, practice, practice. It's frustrating I know, and sometimes it's easier to contain kids with this type of behavior by carrying or by putting them in a stroller etc - but take the more difficult road and the practice you do will help.
Some info on sensory processing disorder you can read to get a general overview: http://www.spdnetwork.org/aboutspd/index.html
http://specialchildren.about.com/od/sensoryintegration/a/...
Best wishes!