Scottie had been so persistently asking to go outside that we had decided supervised outings is not going to cut it.  My sisters suggested we buy a tracking system for Scottie in case he got lost again, so we purchased one and Scottie was all set.  On the first day out, Scottie was gone for a long time.  Stuart decided to use the tracking system and finally found him sitting in the front yard four houses down from us.  Since then, Scottie has been enjoying his outing everyday, returning to the backyard and asking to come home.  He is definitely happier and not crying as much inside the house now.