How to keep my cat from escaping?!!?!?!?

I have this one cat, a grey tabby (male) longhaired we got from a backyard breeder who didn't even know what day they were born on. Then i have a female cat from the same place who is striped and shorthaired. The female, when the door is opened will stare outside, sometimes wonder out a couple feet, but when we see her she runs back inside like her lfe depends on it. Now the grey cat ran outside while the door was only cracked open and someone was standing in the whole. Why are the cats so different and how should i go about encouraging them NOT to go outside??? Any annswers that are not time wasters will help :)