If you don't want one of the heavy metal ex pens, I just got one of the soft side type, from ebay that I love. It's not tall but does have the zip mesh top, that would prevent them from jumping out. I bought the zebra print, but they have them in other colors. The price was reasonable too with free shipping.
Zebra Pet Tent Exercise Pen Playpen Dog Cat Soft Crate - eBay (item 260430348937 end time Jun-19-09 22:06:45 PDT)