My pet rat keeps escaping her cage. Help?

Mandy, a black hooded fancy, keeps escaping her cage.The cage's door is fashioned in a way to where you don't have to lock it--just hook it between two or the bars. So that just leaves her one choice--squeeze through the bars. Its really annoying, seeing how i have to wake up every hour at night to put her back. She's either on my headboard, crawling in my bed, or in my guinea-pig's cage--and Mickey really doesn't enjoy that. He stresses out. My Champagne Fancy, Clyde, doesn't escape at all (she used to, but only from the roof. Putting my Guinea pig's cage on top of theirs seemed to avoid that habit.). Is there a way to stop her from doing this? Does anyone know why she's "running away"?