Not well, say, with friend going against the law (9)
I believe the answer is:
illegally
'going against the law' is the definition.
I can't tell whether this definition defines the answer.
'not well say with friend' is the wordplay.
'not well' becomes 'ill' ('ill' is the opposite to 'well').
'say' becomes 'eg' (both can mean 'for example').
'with' means one lot of letters go next to another.
'friend' becomes 'ally' (an ally is a friend or supporter).
'ill'+'eg'+'ally'='ILLEGALLY'
Can you help me to learn more?
(Other definitions for illegally that I've seen before include "unlawfully" , "In criminal fashion" , "breaking the rules" , "In a way that breaks the law" , "Lawlessly" .)