Running....

So, I need some help! What's up with all the running?? My 2 1/2 yr. old wants to run ALL the time! I understand it's great exercise and all, but when I tell him to stop he DOESN'T listen?? I need to know what you other moms out there have done for this! It's ok when we're outside in the fenced in backyard, or at another contained area where he can't get lost or into trouble. But he chooses to run when he doesn't need to, like away from me in a busy aquarium, or through the church hallway, in the driveway towards the road, etc. I look around and see other kids his age not running, and stopping when their moms tell them to, so what's up w/ my child?? Where did I go wrong?? He's gotten in trouble many times for running and not stopping when I tell him to, but he continues to do it, and he knows he's not supposed to! Like I said earlier, I know he's a toddler and they like to run and see what they can get away with. I'm just a nervous wreck at times thinking he will get hurt or someone will grab him. So, I need some solutions that worked with your children in getting them to listen when you told them to stop! Any ideas?? :-)