Hi welcome to the board.
I've had incidences of sleepwalking, but it's never gone as far as you. Usually i wake up in another room in my house, usually the lounge, the kitchen or the downstairs hallway, what always amazes me is how i get down the stairs in the first place!!
Have you tried sleeping tablets? I don't like the use of them as a rule, but if it would stop you sleep walking and keep you safe...
Perhaps you should lock all your doors from the inside, it might stop you from going out...unless of course, you unlock them in your sleep...there is something called a mortice lock that you can have fitted, and i think you need to mess with it quite a bit before you can open it.
If you have any more questions, feel free to PM myself or another dreamguide, and we'll be happy to help.