Formally, a non-empty subset Y \subseteq X of a poset (X,\sqsubseteq ) is directed iff: \forall x, y \in Y.\ \exists z \in Y.\ x \sqsubseteq z \land y \sqsubseteq z
The z above is an upper bound of x and y. Hence, a non-empty set is directed iff every pair of values has an upper bound in the set.
Intuitively, directed sets are "going somewhere" — given two elements we can always find a "greater" one in the set.