I bring my pet everywhere and I have my beast pumped up so he's tough, but it would be nice to control him better. All I want is for him to stay.

One of the primary roles of a ranger in a group is to pull. Unfortunately, when I attack a monster my cat will rush out and attack the monster, too. If I'm pulling this isn't so great, because he'll often get out there an engage the monster before move as close as the group might like. Or worse yet! He'll get out there so fast he'll aggro another group and bring more enemies into the fray.
I hope I'm just missing some command somewhere, but I don't think so. So Guild Wars staff, if it's not possible to have your pet sit and stay, I humbly suggest it as an upgrade.