You might want to try an expen. It is a wire pen that is pretty sturdy. Some members have said their little ones have climbed out...they have a cover for it as well. I have a 24" tall one and have not had that problem.
The other thing is maybe try "leaving" and coming back in to get Prince used to you going out. Stand outside the door for a minute and come back in and increase the time that you are "gone". I kinda did this with mine and now they just stand there looking at me when I do leave. They never know when I am going to leave for a long time or come right back in.
When I come in, they usually attack me and I make them sit down before I pick them up. I think this helps with the whole leaving thing. Good luck and congrats on your new little one coming home.
