I'm not sure what you mean? Can you provide a screenshot of what you are trying to do? Extrude normally wants to go in a direction normal to the face of the object, so I would have to say no, you can't extrude in a specific direction. I would suggest you Extrude and then move the extruded poly's where you want them. I would also suggest you work in Editable Poly mode. You will find that you have more options to choose from.