To unlock Baal Castle you have to pass the Mysterious Seal and kill Marjoly (lvl 2500 with 700k++ hp). Youll have to kill 3 lvl 1500's and 1 lvl 2000 at Patriarchs seal to go to the Lord of Terror map. Baal is lvl 4000 and is very hard to kill. I used Laharl to get him down to like 1m hp then i used Priere and Marjoly to finish him off. After you kill him you will see a cutscene where laharl talks to King Krichevskoy. Then you will gain the title of Tyrant. But, but i say! after you kill him. He will be reincarnated the NEXT time you got to the map to a prinny. It is very hard to kill and has like 1m atk and like 8m hp. Good luck with killing him.