Houdini

[WinnieTheHam]

I'd ditch the ball, instead get a playpen. Here is a tutorial on how to make one easily. You can't properly interact with him when he's in a ball, he probably wants your attention more than the exercise. increase the amount of time you spend with him on a daily basis. Some hamsters just want attention all the time though, so unfortunately you might not be able to break his habit of escaping.