In Reed & Simon's text on functional analysis they give the following proposition:
Every locally convex space has a directed family of seminorms equivalent to the family defining the space
with the following proof:
If $\{\rho_\alpha\}_{\alpha \in A}$ defines the space, let $B$ be the set of finite subsets of $A$. If $F \in B$, let $d_F = \sum_{\alpha \in F} \rho_\alpha$. Then $\{d_F\}_{F \in B}$ is directed and equivalent to the initial set.
I see why $\{d_F\}$ is directed, since for $F, G \in B$, $$d_F(x) + d_G(x) \leq Cd_{F\cup G}(x)$$ for some constant $C$. This follows since seminorms are nonnegative and $F \cup G$ is finite. However, I could not figure out why the topology induced by this family of seminorms is equivalent to the initial set.