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For any \\(k\\in\\mathbb Z^d\\), there is a random vector \\(p_k=(p_k(e))_{|e|=1}\\) of probabilities summing up to one. The family \\(p=(p_k)_{k\\in\\mathbb Z^d}\\) is the random environment. Given this family, a random walker \\(X=(X_n)_{n\\in\\mathbb N}\\) on \\(\\mathbb Z^d\\) jumps, when present at site \\(k\\), to the neighbor \\(k+e\\) with probability \\(p_k(e)\\). Hence, conditioned on the (highly disordered) environment \\(p\\), \\(X\\) is a spatially inhomogeneous Markov chain. This property is lost under the so-called annealed law, where one averages over the walk and the environment. The one-dimensional case has been studied intensively since the mid-seventies and is basically well understood. However, the higher-dimensional case (on which a huge research activity has been started at the end of the nineties) is still largely open and is a source of many heuristical errors.    The authors do not assume that the environment is i.i.d., but they admit dependence, but impose stationarity and a condition that ensures finite-range dependence. Furthermore, a kind of non-nestling condition is imposed: The convex hull of the support of the variable \\(\\sum_{|e|=1}ep_0(e)\\) lies on one side of a certain hyperplane. This condition implies a drift of sufficiently large size into a certain direction. The main result of this paper is a law of large numbers for the endpoint of the walker, \\(X_n\\), as \\(n\\to\\infty\\), under the annealed law. Such a result has been proven already by \\textit{A.-S. Sznitman} and \\textit{M. Zerner} [Ann. Probab. 27, No. 4, 1851-1869 (1999; Zbl 0965.60100)] but under the stronger assumption of independence of the environment, under the so-called Kalikov drift condition. Under the hypotheses of the article under consideration, and in contrast to the case of Sznitman-Zerner, the sequence \\((\\tau_n)_{n\\in\\mathbb N}\\) of the first-passage times to certain parallel hyperplanes has no renewal structure, which was an important issue there. The main novelty of the paper is the construction of a new path measure that is absolutely continuous with respect to the original one, such that the sequence \\((X_{\\tau_{n+1}}-X_{\\tau_n},\\tau_{n+1}-\\tau_n)_{n\\in\\mathbb N}\\) is stationary and ergodic under the new 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