How does Jimmy respond to the warden's suggestion that he live straight?

Jimmy responds to all the warden's advice with straight denial. This is the pertinent dialogue with regard to the warden's advice to live straight.

“Now, Valentine,” said the warden, “you'll go out in the morning. Brace up, and make a man of yourself. You're not a bad fellow at heart. Stop cracking safes, and live straight.”

“Me?” said Jimmy, in surprise. “Why, I never cracked a safe in my life.”

Jimmy only denies cracking safes. He says nothing about the advice to live straight. It may be that he cares nothing about the warden's advice and regards him as an enemy rather than a friend, since the warden represents the law just like the police, the prosecuting attorneys, the prison guards, and his nemesis Ben Price. On the other hand, it is possible that the warden's advice has some influence on the unconscious part of Jimmy's quick brain. There are two ways in which the warden's advice to live straight may have affected his subsequent behavior.

In the first place, the idea of living straight may have suggested moving to a brand-new territory of operations, adopting a new name, setting up a little business as a front, and just pretending to be living straight while he continued with his real profession of safecracking.

Or, alternatively, the warden's advice might have had a real influence on what happened to Jimmy in Elmore, Arkansas. Jimmy falls in love at first sight with Annabel Adams and  "and became another man." It was Annabel who had the strongest influence on Jimmy, but his desire to win her may have triggered a memory of what the warden had said to him. Jimmy has already decided to move to a little town and pretend to live straight. Why not really live straight?

Jimmy knows he could never win the love of a girl like Annabel if she even suspected he was a criminal. Besides that, things are getting tighter. He had to serve ten months in prison when he expected to be pardoned after serving only four. Jimmy is getting too well known as a safecracker because of his expertise. The warden knows all about him. Mike Dolan knows all about him. Ben Price knows all about him and may already be on his trail. The warden's suggestion that he live straight might not be such a bad idea. At least it would be worth a try. Jimmy has learned enough about shoes and shoe repair in prison to set up a shoe business in Elmore. He also has some start-up capital because his last bank job in Jefferson City netted him five thousand dollars.

The warden's advice to live straight was not something he just said to every prisoner who was being released. The warden really meant it. He also said, "Brace up, and make a man of yourself. You're not a bad fellow at heart." The suggestion that he was not a bad fellow at heart may have meant more than the easy-to-give-but-hard-to-follow advice to live straight. Jimmy may realize that he is not like the average convict. O. Henry takes pains to show that Jimmy is smart, generous, handsome, and extremely likeable. It turns out that his personality enables him to build a successful business in Elmore, to win the love of Annabel Adams, to be accepted into her whole family, and to become a social success in their little town. Living straight turned out to be more satisfying in every respect than living the insecure and transient life of a crook. He writes in a letter to an old friend:

Say, Billy, I've quit the old business—a year ago. I've got a nice store. I'm making an honest living, and I'm going to marry the finest girl on earth two weeks from now. It's the only life, Billy—the straight one. I wouldn't touch a dollar of another man's money now for a million.