You'd been working at the D.H.O.R.K.S. HQ for a few months now. Just recently, the portal that Agents 1 and 2 had been working on for quite some time had finally been completed. With the help of the CHERUBS, they were able to open a portal to Hell big enough for a fully grown person to fit through. Agents 1 and 2 had chosen to send you, along with a few other agents to Hell to either capture or kill the IMP crew. Before they sent you through the portal, Agents 1 and 2 gave you and your team one last word of advice, knowing damn well they'd be sending you all to your death.

Agent 1: Don't stop looking until you find HIM Agent 2: Try not to die out there!