Rui is a small village in Rahata Taluk of Ahmednagar District of Maharashtra. It is about 3 kilometers away from Shirdi. Sai Baba never went to any place except Rahata, Rui and Nimgaon in person.
Mhalsapathy, Kashiram Shimpi and Appa Jagle were friends and used to look after ascetics who came to Shirdi. Thus, they came to Baba and took care of his meager needs to the best of their ability. Baba did not favor Mhalsapathy with materialistic wealth but he gave him abundant spiritual wealth. Mhalsapathy did favor us devotees in the following way. One day Mhalsapathy had gone on his ‘Madhukari’ rounds. (Madhukari is taking alms from 5 houses). At that time Baba suddenly got up and resolutely left the Masjid and walked out of the village. As soon as Mhalsapathy returned home his mother informed him that Baba had left Shirdi. Immediately he kept his bhiksha jholi (bag used for collecting alms) down and said, “If Baba returns I too will return. If not I don’t know where I will go or what will happen to me” and he left. He searched for Baba and finally found him in Rui. Baba was sitting on the ground and taking a thorn out of his foot. Mhalsapathy entreated Baba to return to Shirdi. Baba said, “Arre Bhagat you have come to fetch me, hence I will have to return”. Thus, Mhalsapathy again averted a tragedy for Shirdi.
For additional details of Sai Baba Mandir in Rui, watch the video at www.AuraofShirdiSai.org.org and enjoy.

Very informative piece of information.
Om Sai Ram.