Is it correct to say "Pay attention that..."? or must I use "Pay attention to..."
For example: "An attention should be paid that this is a one-way street".
Whilst it is difficult to fault 'Attention should be paid that this is a one-way street' as being ungrammatical, it would nonetheless be an unusual, and slightly clumsy way of putting it.
If it were me I would say one of the following depending on whether I was speaking, writing, putting up a notice etc:
'Please pay attention to this being a one-way street.'
'Please pay attention to the fact that this is a one way street.'
'Please pay attention. This is a one-way street'
'One way street. Please pay attention'.
'Attention please; this is a one-way street.'
'Please note that this is a one-way street'.
You're using "pay attention" 2 different ways and I think that is muddying the waters a bit.
In transitive use you pay attention to something.
However there is also the intransitive use:
So your second example (with the "an" removed, as @RegDwight noted)
Can also be stated:
In this case "attention" is not directly tied to "that". "That" is being used as a conjunction.