With a runner on second base it is essential to hold the runner close. Holding runners close will serve to decrease the chances of the opposition scoring on a single from second and also serve to give your outfielders a chance to throw them out at the plate if they do indeed attempt to score. If we hold the runner effectively it will decrease the distance they can reach on both primary and secondary lead offs thus making it less likely they score. Holding runners at second can also decrease a runner's jump making it harder for them to steal third base. If they reach do third base, especially with less than two outs, it is much easier for them to eventually score.
At the high school and college/pro levels, runners are coached to be aggressive and to put pressure on the defense. Pitchers must be able to combat aggressive runners by developing the ability to hold them close to the base they are at. This is skill is essential at higher levels as runs are harder to come by, but don't wait until you are there to develop it - get ahead of the game and work on it. One of the most essential moves you can develop to help you in this regard is the "Inside" pickoff move (or simply the "Inside move") to second base. Here is a brief video demonstration and explanation of it: