I entered the sphere to solve Valygars quest and i made the sphere travel.Now i cant go back to the slums because the exit leads me to a level at which there is a giant bat which i cant kill(damn it) should i kill the bat so to be able to exit the sphere.Please help...

Hey man, it isn't a "bat"! It's a demon!
Didn't yo listen to what Lavok said?
SPOILER
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If not, I can say that you must kill it (there are three of them, but you only have to kill one) and grab its heart. Show it to Lavok.

SPOILER
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You have to kill one of the demons and grab his heart.
Then reassemble the Golem with the arm and the head, use the coal
in the furnaces and kill the fire elementals. Now make your way to the navigation room (south of the four symbols you have to activate in the right order) and defeat Lavok. Now to the NE and deal with Tolgerias, his Apprentice and some monsters, just to end up in a Golem battle and place the Demon's heart in the main golem which will take you home.