First of all, I'm going to mention that all of the above posters have given you GREAT advice! I just have a couple of extra things to add.
I'm assuming this cat your talking about is a "He", in this case is he neutered? If he's not neutered I would highly recommend getting him fixed because he could be spraying to mark that it's "His" territory. Also, if he's NOT neutered, the reason why he could be always trying to get out of the house is because he's simply roaming around. If you would like to read up on more information on neutering you can check out this link, I find it very resourceful:http://www.thecatsite.com/Care/177/S...Your-Cats.html
Also, there is another link here that I think you should read (if you haven't already) It's about inappropriate peeing problems:http://www.thecatsite.com/forums/showthread.php?t=9563
After reading these links, and you still don't know what's going on. I would highly recommend bringing him to the vet. You can never be too safe!
If you have any other questions or concerns, feel free to post them here or you can click on my user name and PM me directly! I would be glad to help you! Good luck!