Outdoor pens for cats?

Oh my cats sit longingly at the window all day and just meow to get outside, I wouldn't want creepy critters coming in my house! I find if I open the windows, and we leave the fly screens down they are a lot happier, although, one of my cats worked out how to get the fly screens off the window!! She grabbed it, pushed it, and made a run for it! So I don't do that anymore! I just put them on a leash, and let them go outside.