Direct, although an adjective, is also no less an adverb than directly. To avoid ambiguity, it is well to confine directly to its meaning of immediately in time, and so avoid the possibility of confusion between "he is going to Edinburgh direct" and "he is going to Edinburgh directly". Here are two examples from recent departmental circulars, the first of the right use of direct and the second of the wrong use of directly:
Committees should notify departments direct of the names and addresses of the banks.
He will arrange directly with the authority concerned for the recruitment and training of technicians.