This comes from Bruce and Stokoe's Northumbrian Minstrelsy  (1882).  Notes:

"Shew's the Way to Wallington has always held a premier position as a pipe-tune in the fancy of small-pipe players.  The tune is, to use a colloquial expression, as old as the hills, but the ballad that was first adapted to it is lost.  The verses here appended were composed by a person of the name of Anderson, a miller at Wallington, who hunted with his landlord (Mr. Blackett) upon a certain grey mare.  On rent-days Anderson, who was a good piper, used to go with the other tenants to pay his rent -but not with money.  Taking the pipes under his arm, he struck up and amused the landlord and tenants with his favourite tunes and songs the whole day long.  The result of his piping was that he returned home with a receipt in full for his rent in his pocket, singing in triumph all the way to his little grey mare -'Shew me the way to Wallington'."

Malcolm