How do you solve a problem like a Cooper?

We just had some real excitement here! I was finishing up some gardening when the neighbors dog came to the fence and the owner called from next door that it was ok to let him in. As I was opening the gate Trapper sneaked his big old body through and was quickly followed by Cooper. They both knew exactly where they were going. Trapper had his eye on a toy of Fox's (the neighbor's dog) and went straight for it. Luckily he's easy to fool and if you pretend like you're going to through a ball he'll come sit right in front of you and wait for you to throw it. Cooper, on the other hand, had other things in mind. He went running behind the neighbor's house to the horse pens where the big horses are let out. The gate was slightly open and he went right in. By that time I had caught Trapper and handed him off to the neighbor who walked him back to my house. Cooper decided that the horse pen was a new dog park. In dog parks I don't exist. He runs and hunts until he's exhausted then walks to the gate to let me know he's ready to leave. I can yell all I want but if we're in a dog park he somehow doesn't hear me. After a few minutes of looking like a complete idiot in front of the neighbor and the constructions people working on the horse arena, someone came in the pen to see what was going on cause she wanted to let the horses out. Of course Cooper pretended like he was a great dog after that and ran right up to her and let her grab him. The worst part is that he looked so proud of himself. On the way back to the house it was like he was saying, "Hey, did you see that new dog park I found? It's the greatest!" How can you really punish them for having a little fun. The time to yell and punish would have been right when they went through the gate not when they are back safe and sound.