Many a connection with jail (5)
I believe the answer is:
clink
'jail' is the definition.
(thesaurus)
'many a connection' is the wordplay.
'many' becomes 'c' (C is the Roman numeral for l00).
'a connection' becomes 'link' (link is a kind of connection**).
'c'+'link'='CLINK'
'with' acts as a link.
(Other definitions for clink that I've seen before include "Old London prison" , "jug" , "Ringing sound - prison" , "Prison - knock glasses together" , "Sound made when hitting glass" .)