The last thing you want is your balls rolling all over the place. So be sure that you can somehow prevent them from either escaping the ball pit itself, or the area that the ball pit is located. If you are building your ball pit on your balcony or in a room with low windows, you will want to put up screen in any area where the balls could escape. Luckily, screen is relatively cheap at approximately $10/roll. The staple gun makes it extremely easy to tack up screen fast, especially if you are outside. If you are building on a balcony, you can screen in the entire area top to bottom, or you can just build the screen around the ball pit itself, leaving a hole or slit in the screen to allow you to enter or exit it. Your screen may come under a lot of stress while people play in your ball pit, so be sure to use a strong material.