An Baile Rua is a place name, so sa mBaile Rua is just “in Baile Rua (Ballyroe)”. “Rua” usually means red (of hair), but it exists in several place names, i.e. an Ceathru Rua. I believe it usually comes originally from some sort of red-tinged heather or moss that is common there, but that is just something I heard once. I don’t know how accurate it is.