Little doxies were originally bred to be hunters, and anything beyond that front door will always be a challenge. It's a natural thing for dachshunds to want to run after what they consider "prey" or "game" even if it is pretend for them.
Put a leash on him before opening the door, as any dog will bolt out of uncontrolled even if they are not doxies unless well trained. When you reach for the leash say "Out" when doing so, and make him sit by pushing down on his little butt before putting the leash on. Only then open the door. After awhile he will learn. When done with the walk, make sure you bring him in - shut the door, make him sit down again and remove the leash. Reverse and repeat. Over time the little guy will pick it up...just be patient and kind...it gets more attention from them.