I made a playpen out of cardboard, and covered it with paper and he doesn't try and chew out of it, and its too tall for him to climb out of. And i connected the 'panels' with string! I tied them very tightly so there was no gaps for Milo to get out of, no escapes so far!
And plus - because i tied it with string it just folded up to be put away and then i can easily get it out, unfold it and vuala!