Propagation of the photon The propagation of the electromagnetic wave from a dipole-antenna is well described. The changing electric field creates a changing magnetic field, which creates a magnetic field and so on... the electromagnetic wave travels is all directions from the antenna (although with not the same intensity). 
We imagine the light the same electromagnetic wave, going in every direction from the source.
How could one single photon have only one direction? I mean at every point of its propagation the changing electric field creates a magnetic field in every direction (not just in the direction of the propagation). This would create an (elementary) wave source and it will propagate in every direction.
 A: 
How could one single photon have only one direction? I mean at every point of its propagation the changing electric field creates a magnetic field in every direction (not just in the direction of the propagation). This would create an (elementary) wave source and it will propagate in every direction.

The photon is an elementary particle in the standard model of particle physics. As such it is described by a quantum mechanical wavefunction , in complex numbers, whose complex concugate square gives the probability density  of finding the photon at (x,y,z,t). It is only characterized by its energy=h*nu, and its spin which is + or -1h towards its direction of motion. Thus the image you have of it as a source of radially propagating fields is wrong. The confluence of photons builds up the electric and magnetic fields of the emergent classical electromagnetic wave, but the classical wave format cannot be cut down to describe a photon.
Quoting from this answer by Motl (to a different question)

the wave function of a single photon has several components - much like the components of the Dirac field (or Dirac wave function) - and this wave function is pretty much isomorphic to the electromagnetic field, remembering the complexified values of E and B vectors at each point. The probability density that a photon is found at a particular point is proportional to the energy density (E2+B2)/2 at this point. But again, the interpretation of B,E for a single photon has to be changed.

Have a look at this answer of mine on a similar question.
A: (The previous version of this answer was so utterly wrong I tried to delete it after recovering my senses. Alas, I learned I cannot delete an accepted answer, so I've rewritten it.)
A single photon is some complicated disturbance of electric or magnetic fields, but photon is not defined neither as a point disturbance of these fields or a naive wave that would propagate from such a point disturbance. 
The secret behind all types of waves is that they "propagate in every direction" if you restrict them first to a very narrow slit. A wave from a small drop of water has no single direction, but on the sea you have wide wave fronts going in a direction (and not created from many point disturbances).
The narrow slit and the wide front rule in quantum mechanics is officially named Heisenberg uncertainty principle. If you arrange to give a photon a precise direction experimentally, you can do that only by spreading the photon's position in space.
