Cindy's Answer:

If the pup has actually escaped from the ex-pen then I would only use it when you are right there to discourage him/her. I will only put puppies in there if I can sit right next to it to monitor them and will "poke" them with my finger through the bars if they even put their feet up. I'd also give something like a stuffed treat toy or bully stick so the puppy has a reason to stay in. Don't leave the room or even walk away because once they learn they can climb out it becomes a challenge to contain them.

You could try keeping a leash on the pup, and keep the leash attached to you so they can't wander off. In the years before I used ex pens that's what I would do. Same thing though, keep an eye on them. You don't want the puppy chewing the leash, grabbing a cord, etc.