Can you let him know that sometimes he can have the chance to do what he wants and sometimes he can't?  Can you make sure to make times that you can    go exploring with your kid following his lead. butt out while your kid explores outside?  Take a book and burry your nose in it and say, "stay on this side of the house where I can see you.". Walk with him and show him a boundary.  Then ignore him and read your book. Make it obvious you're doing your own thing, not really watching him. Just holler "get back over here"  if he goes around the house.  And take him back inside if he doesn't.  


I made this reply but hesitated to post believing maybe you were looking more for ideas on how to approach this conversation topic with a 3yr old.


Youth lives by personality, age lives by calculation. -- Aristotle on a calendar