It is crucial that you stop the habit of issuing directions repeatedly. In essence, by doing that you are teaching him not to take you seriously. Two times is sufficient. When you issue the direction the second time, do so in the form of an ultimatum: "If you do not..., you will go to time out." The, if he does not comply, place him in time out immediately. You can see the process detailed in a very practical, useful way in Lynn Clark's book SOS Help for Parents (www.sosprograms.com).
Well - he obviously got used to you asking several times....Maybe he even thinks that he has to be asked several times before he complies. Stop asking, take his hand and lead him to where you want him to go.