First of criminals in road with weapon (5)
I believe the answer is:
lance
'weapon' is the definition.
(I know that lance is a type of weapon)
'first of criminals in road' is the wordplay.
'first of criminals' becomes 'c' (lst letter of 'criminals').
'in' is an insertion indicator.
'road' becomes 'lane' (a lane is a small road).
'c' put inside 'lane' is 'LANCE'.
'with' acts as a link.
(Other definitions for lance that I've seen before include "Spear for a horse-soldier" , "Clean (anag) -- weapon" , "surgical instrument" , "Surgical knife" , "One like pike" .)