Try this:
Play an F bar chord on the E string, then, without pausing, improvise a fast lick based around that chord shape. Move straight on up to F# and do the same thing. Repeat this all the way up the fretboard, then move onto the A string and do the same thing. If you do it fast enough, your fingers won't have time to wander, and they'll be practically glued to the fretboard by the time you're finished!

Well, it worked for me anyway :o (I did this exercise a lot when I was learning the basics of lead guitar).