"He is not going our way."
Translation:הוא לא הולך בדרך שלנו.
Be- and ha- combined become ba-, just like l- and ha- become la-. They are written the same as the non-definite forms, unless you use nekudot of course.
So this one is baderekh, not b'derekh.
The only preposition that is exempt from this is m-, it always takes the extra -ha- when it becomes definite.