Direct the short way at all times (5)
I believe the answer is:
steer
'direct' is the definition.
(I know that direct can be written as steer)
'short way at all times' is the wordplay.
'short way' becomes 'st' (abbreviation for street; 'short' asks for an abbreviation).
'at all times' becomes 'eer' (archaic or poetic word meaning ever or forever).
'st'+'eer'='STEER'
'the' is the link.
(Other definitions for steer that I've seen before include "Reset so as to direct" , "Guide, direct" , "Guide the bull" , "The animal to direct" , "Navigate" .)