The Furnace of Pain is a special and hidden zone that can be opened during the Pandemonium Event. The area resembles one of the optional hell-ish dungeons from Act V. The powerful boss known as Über Izual can be fought here.
This hidden realm is part of Lilith's plot to revive the Prime Evils. Lilith masterminded the revival of Diablo by manifesting herself in the mortal realm and performing a ritual of Dark Summoning. This ritual, long thought to be impossible by the most powerful mortal wizards, allowed Lilith to link with Diablo across realms, strengthening him until he was finally able to once again reincarnate himself in the mortal plane. Rage and a deep yearning for revenge boiled within the eyes of the Lord of Terror, and together he and Lilith resurrected the two remaining Prime Evils as well as Duriel and Izual, two of their strongest agents. The Furnace of Pain is yet another outpost of Hell, possibly connected to the Hellforge. It is here where the last remaining relic of the Lord of Hatred- Mephisto's Brain - can be found. However, it is fiercely guarded by Über Izual, Mephisto's most powerful servant.