Dear Tracey,
I think that I found the likely source; I found nothing else like it either in Rumi's Masnavi or Divan. The phrase, "run in that direction" sounds like it could be translated
from Persian but I had no luck finding it connected with Rumi and knowing "the way." Note that, if the verse below is the source of the popular quotation, it has been secularized--as
Rumi's original wording often is-- from "knowledge of the Way to God" ['ilm-e rāh-e Haqq] to "knows the way." Rumi was a deeply religious man who fasted and prayed often--but you would not get a sense of that from the distorted versions and fake verses on the Internet.
"The knowledge of the Way to God and the knowledge of His dwelling place—that only the owner of the heart knows, or (you may say) his heart (itself)."
http://www.masnavi.net/1/50/eng/4/1520/
Ibrahim