  A recent global analysis of direct photon production at hadron collider and
fixed target experiments has noted a disturbing trend of disagreement between
next-to-leading-order (NLO) calculations and data. The conjecture has been made
that the discrepancy is due to explicit multiple parton emission effects which
are not accounted for in the theoretical calculations. We investigate this
problem by merging a NLO calculation of direct photon production with extra
multiple parton emissions via the parton shower (PS) algorithm. Our calculation
maintains the integrity of the underlying NLO calculation while avoiding
ambiguities due to double counting of multiple parton emissions. We find that
the NLO+PS calculation can account for much of the theory/CDF data discrepancy
at $\sqrt{s}=1.8$ TeV. It can also account for much of the theory/UA2
discrepancy if a very large virtuality is assumed to initiate the initial state
parton shower. For lower energy data sets ({\it e.g.} $\sqrt{s}< 63$ GeV),
NLO+PS calculations alone cannot account for the data/theory discrepancy, so
that some additional non-perturbative $k_T$ smearing is needed.
