hello mother of the exploring child. I have been experiencing the same 'trials' with my 5 year old daughter. And I can honestly say that musicmam is completely WRONG. Negative attention draws negative behavior. The answer posted above seems like that of either an 'old school' mother or a very young mother. I've been doing research and here is the best information I've found and thought you could use as well.
http://www.****.com
Hope you find it as peaceful as I have.
Best of luck!
I think it is time for him to have some consequences. I would be sure to communicate with his teacher or anybody that keeps him. They need to be sure he doesn't leave their sight. You might want to tell him if he does it again, you will take away his privilidges (no fun, TV, toys with bath, stories, singing at bedtime, etc) and he will not be allowed to play with other children (for however long you see fit. a whole day?) Even if he acts like he doesn't care, follow through. This needs to be nipped in the bud.
Good luck and God Bless