If he is a younger 3 year-old, it may be difficult for him to stay put and follow directions for long periods of time.  Hopefully this is a half day program you are referring to because all day schooling for a 3 year-old is too long.  Not all children learn in the same way, and for very active kids, it can be very difficult in a traditional classroom.  

Preschool aged children need hands-on learning experiences, so make sure there are plenty of areas where he can play, build, and create.  Make sure there is part of the day which is devoted to moving the body with music or games, and outdoor recess if possible.

Try to motivate your student by praising him and giving small rewards when he follows directions and has a day when he does not run off.  

Do not hesitate to talk to the director of the school for more ideas.  Make sure the parents know their son is running off, and ask them to help you by reinforcing the rules about not running away from them when they are shopping or at home.  

Thanks for reaching out and best wishes to you!

Boys Town National Hotline
1-800-448-3000