HELP! CAT WANTS TO BE OUTDOORS

We added a kitten to our home, already have an older cat who is
strictly indoors. The new one refuses to stay indoors - runs by you in
a flash to get outside. My problem with this is he does not come back
for days on end. He has been doing this now for several months and
looks ghastly! Not to mention I don't want fleas or whatever else
brought in my home. Is there anyway to stop this behavior? I am tired
of guarding the door everytime we let our dog out!