Sneaking Out - ALREADY!!

I JUST CAUGHT MY SON IN THE FRONT YARD!!!! HE IS SUPPOSED TO BE IN BED - TAKING A NAP!!! He messed his screen up yesterday so I took it off his window. I walked outside just now - just to get some fresh air, and caught him outside. He climbed through his window! I think his new bedroom is going to be THE BACK YARD WITH THE DOGS!!! HE IS FOUR!!! AM I REALLY SUPPOSED TO HAVE TO WORRY ABOUT HIM SNEAKING OUT OF THE HOUSE ALREADY?