How do you train your dog?

The other day i got a 10 month old german sheppardband rottweiler mix. The dog from what i have seen so far is already trained well. It knows sit, stay, lay, and easy. But i have two problems. He always trys running out the door. The other day he got out and thought we were playing. He would respond to his name but then he would run around like he wanted to play. Another is when we run in our yard he bites me. He will bite at my feet or jump on my and bite my back. If i have a toy in my hand he will go after that but if i just run he bites me. He doesnt bite hard but i dont want him biting me at all. Any tips? I was planning on brining him to some obedience cles.