You need to design the load on an output so it doesn't take more than 20ma.
If your o/p is driving a resistor load only and you need to have the full 20ma flow through it, then using ohms law:
(An o/p will go from 0V to 5V)
V/A=R 5/.02=250
Your resistor would need to be 250 ohms to get 20ma through it and therefore not damage the Arduino output.
Now you need to limit your load currents so the maximum package current does not exceed edit: 200ma.