I'll agree with auratusross. They get out typically from those little sliding-door thingies in the back. I mostly use wingless melo's, and they like to hang out at the bottom. As for the ones that get out, it won't be too long before an opportunistic spider will set up somewhere close by. If that doesn't bother you.
If you don't want to modify the lid, you can always use some polycarbonate panels from Lowe's (if you're lucky as I was, you can get a large "mis-cut" for cheap...I got a ~$60.00 panel for $5.00). I use the Lexan that is treated for UV radiation, and have not any problems with warping, discoloration, etc. Just cut it, and dremel the corners a little rounder, and slip them right into those depressions above the screen.