This entire series was incredible. Definitely get the DVD (look for the 2006 edition, which has the Greek myths too and is probably better-encoded than the 2003 edition which looks like poo).
I had a vague recollection of this series, and this episode in particular, for many years. I had never found another person who could name it or who even remembered it. I'm really glad that I took the effort to find it. The scene in which the devils are introduced is still the stuff of nightmares.
I remember this series, and how wonderful it was. GodDAMN whoever canceled this straight to the WORST HELL EVER, along with whoever canceled Arrested Development.