go one's way
go one's way {v. phr.}
1. To start again or continue to where you are going.
The milkman left the milk and went his way.
The man stopped and asked me for a match, then went his way.
2. To go or act the way you want to or usually do.
Joe just wants to go his way and mind his own business.
Don't tell me how to do my job. You go your way and I'll go mine.
George was not a good sport; when the game did not go his way, he became angry and quit.
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Source: A Dictionary of American Idioms
