In order to keep the plasma at the temperatures where fusion can occur, rather extreme measures have to be taken. In the Tokamak approach, the plasma is placed in a toroidal vacuum chamber, and "suspended" in the center of the torus by using electromagnets that line the Tokamak chamber's walls. At such high temperatures the plasma is so energetic that it is very hard to contain such fast moving particles. If the plasma "escapes" the confinement and contacts anything (ie. the walls of the Tokamak) it rapidly cools down to temperatures below where fusion can happen.
The immense engineering challenge here is to heat plasma to ridiculous temperatures, and keep it confined in a very small volume at great temperature and pressure to mimic conditions that give rise to nuclear fusion in the center of stars.