Have a frind or daddy go with you to a safe place you think he may run off, and then one of you keep track of the other two and you (pretend) not to be watching where the other one goes. When he noitces no one is chasing him, and stops or comes back, then act scared and say mommy didn't know WHERE you were, you must not do that again, I don't want you to get lost. Another thought, if you thought he was old enough to understand, say that if no one runs off, we will (play in the park) (read a story) or get an ice cream, something he may want to do, and if he runs off, he is told the other two get the reward, but he ran off and was told not to, so can't have the story, or ice cream etc. I really think the first suggestion is better, it is hard to do the second. but anyway these are ideas.