Sped to get one in shower (4)
I believe the answer is:
rain
'shower' is the definition.
('rain shower' can be a synonym of 'shower')
'sped to get one' is the wordplay.
'sped' becomes 'ran' (running is a kind of speeding).
'to get' means one lot of letters goes inside another.
'one' becomes 'i' (Roman numeral).
'ran' placed around 'i' is 'RAIN'.
'in' is the link.
(Other definitions for rain that I've seen before include "Fall wetly" , "downfall?" , "The right" , "eg A shower" , "Falling water" .)