Thanks for the great responses. I do understand it was my fault. I read somewhere that time-outs are good, but obviously it's the wrong thing to do. I'm sorry I didn't explain it well enough -- I actually locked her in my room mate's room, not the closet, but it's the same principle. She is normally very good on her walks, it was just the 1 occurence; like I said, she was acting weird the entire time. The only other time that she has tried to run away like that is when she is really hyper getting out the door.
She's almost 5months old. I do not have a crate, but I do keep her confinded to section of my room (it's fairly large, so nothing like a crate). This is mainly to keep her potty trained though
Would you recommend a crate this late into her life?
Thanks again for the responses!