Merry, The Outdoor Puss

This is Merry Puss. He desperately wants to be an outdoor puss. He loves the smell of fresh air, loves looking at the birds and trying to catch and play with bugs and also, sniffing and tasting the grass. He spends most of the day watchin out the windows in the conservatory at all the exciting things that go on out there. He loves having the windows open and has actually tried to climb out of the windows in the bathroom and my in-laws' bedroom (into which he is forbidden, so I don't know how he got in there). Tim and I have been struggling to parent him correctly by either forcing him to stay in or allowing him a bit of outside time once in a while. The trouble is his attitude. Well, Merry has been out on occasion to help me hang out the washing, but as soon as he gets back in the house, he meows and meows saying things like, "Please let me go back out. I want to be an outdoor puss!" Just like that I swear! So what are we going to do? Any suggestions? We have already thought of an outdoor playpen, a collar with a leash (which he doesn't really like at all) or just never letting him out, but the problem is now that he knows what it is like out there and meows even when he hasn't been outside recently. He certainly is much different that Pippin, The Closet Puss.