In any case a refusal will not please (5)
I believe the answer is:
annoy
'not please' is the definition.
I can't tell whether this definition defines the answer.
'in any case a refusal' is the wordplay.
'in' means one lot of letters goes inside another.
'case a refusal' becomes 'no' (I can't explain this - if you can you should give a lot more credence to this answer).
'any' going around 'no' is 'ANNOY'.
'will' acts as a link.
Can you help me to learn more?
(Other definitions for annoy that I've seen before include "get angry" , "Displease" , "Vex" , "Irritate, nettle" , "Exasperate" .)