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I know exactly what you mean, my dog used to do the same thing. He has gotten a lot better, and I don't know if its from my training, or just because he's gotten older.
They way I trained him, was to open the door wide open, but sit directly in front of it, so he can't get past me. He kept trying to get past, but I'd just grab him, and push him back inside, and just calmly say 'Nooo' each time. Eventually, he'd start to realize he can't get by, but he'd still want out. I'd just tell him to sit, and once he finally did, I tell him he;s a good boy, and give him some love. Then, I'd take him inside, and shut the door.
I did this for awhile, and like I said, he has changed, but I really don't know if it was due to what I did. But who know, maybe this will help. I know what you mean when you say how scared you get when he gets out in the city.
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