I don't know if a puppy play pen (or even a person play pen) will work. We put up a four foot fence in our back yard for our dogs, and when let out Roxi promptly runs to the fence and climbs over (we use to have a 3 ft fence and she would jump it). When we would leave the house we use to lock her in the kitchen (with 3 baby gates stacked in the door way), but she chewed a hole in the gate. I hate to stick her in a cage, so maybe I will have to start locking her in our store room.
I have been taking her for a couple of short walks a day. Not too far though. Just enough for her to strech her legs on potty.