@buffdude:

You shouldn't have to cancel the direction... just give them a new one. Choose the building direction again, then lead them somewhere else. I can't remember if that's where you're supposed to or not, but when you go back to the town that learned how to build bridges, they'll offer you the knowledge to do so to share with others. That way you can teach other towns to build bridges.

Fantastic game... and in response to the linearity, it's linear in the sense that it guides you where to go, but you could technically jump around a bit in the order. It doesn't force you to go straight from one part to the next. Just points you in that direction.