my do keeps trying to run out the door. every time a delivery man comes( yeah, i know what u'll say, but quitting pizza isn't the answer!!!

anyway, he just runs out. if a door is left open or if he is not on the leash or somehow gets out that's it. he just runs and runs and the more i chase him the faster he runs, and if I don't chase him he still runs! i am terrified that he will get hit by a car (we live in a busy area). has anyone had this happen and what can i do to fix this?