M.M.
You probably need to invest in a latch for the doors that only you can unlock. My son is 4.5 years old and is the same way. He was diagnosed PDD-NOS in July last year. You really have to keep your eye on them. You never know what is going on in their little minds.
Once you have the lock on, you tell him that he has to ask to go outside. If he doesn't ask he doesn't go. Eventually, he will know and wait by the door- sometimes screaming to get your attention. If he asks, you PRAISE, PRAISE, PRAISE!!! Sometimes, there are just things they don't grasp and you have to be cautious and preventative.