This level can be accessed through the Altar Of Pain level. To get there, after grabbing the Yellow Key, simply jump to the platform with the Soulsphere on it. Now do not jump off this platform. Look at the map and you will notice that the platform you are standing on looks like an arrow. Turn in the direction that the arrow is facing. Now run into the wall exactly where the arrow is pointing. You will go straight through the wall.

Now be careful as a Baron Of Hell roams this area. Kill it and exit the stage. You will now be sent to The Lair level.