Hey Frances,
I actually think it's the other way round of what you read (btw, where did you read it?): direct pronouns are used where there's no "to" in English, because "to" often corresponds in Italian to the preposition "a". In the sentence you wrote ("le parliamo") "le" stands as an indirect pronoun ("parliamo a lei". It would be "la" otherwise, like in "Paolo la vede" -Paolo sees her-, where you use the direct pronoun). So it makes sense that you use the indirect pronoun in a sentence with "ai/a".
Anyway, quite a lot of time has passed after I studied this at school, so I'd wait for more comments from the Italki community! :)