if you know what I mean....."
The Demoness of the DMV was referring to Dennis, a demon who worked at a storage container facility and who had access to the vessels used to send souls back to Hell.
I'm not sure how Dennis got out of the Ninth Circle of Hell, but it doesn't sound like it could have been too easy (which is probably why he was a bit squirrelly).
Here's the Wikipedia take on the place:
The Ninth Circle is ringed by classical and Biblical giants. The giants are standing either on, or on a ledge above, the ninth circle of Hell, and are visible from the waist up at the ninth circle of the Malebolge. The giant Antaeus lowers Dante and Virgil into the pit that forms the ninth circle of Hell. (Canto XXXI) Traitors, distinguished from the "merely" fraudulent in that their acts involve betraying one in a special relationship to the betrayer, are frozen in a lake of ice known as Cocytus. Each group of traitors is encased in ice to a different depth, ranging from only the waist down to complete immersion. The circle is divided into four concentric zones:
Zone 1: Caïna, named for Cain, is home to traitors to their kindred. The souls here are immersed in the ice up to their necks. (Canto XXXII)
Zone 2: Antenora is named for Antenor of Troy, who according to medieval tradition betrayed his city to the Greeks. Traitors to political entities, such as party, city, or country, are located here. Count Ugolino pauses from gnawing on the head of his rival Archbishop Ruggieri to describe how Ruggieri imprisoned and starved him and his children. The souls here are immersed at almost the same level as those in Caïna, except they are unable to bend their necks. (Cantos XXXII and XXXIII)
Zone 3: Ptolomæa is probably named for Ptolemy, the captain of Jericho, who invited Simon Maccabaeus and his sons to a banquet and then killed them. Traitors to their guests are punished here. Fra Alberigo explains that sometimes a soul falls here before the time that Atropos (the Fate who cuts the thread of life) should send it. Their bodies on Earth are immediately possessed by a fiend. The souls here are immersed so much that only half of their faces are visible. As they cry, their tears freeze and seal their eyes shut- they are denied even the comfort of tears. (Canto XXXIII)
Zone 4: Judecca, named for Judas the Iscariot, Biblical betrayer of Christ, is for traitors to their lords and benefactors. All of the sinners punished within are completely encapsulated in ice, distorted to all conceivable positions.
I think this would be the place where Satan holds his version of the Ice Capades. I'd say the lead act was "Hitler On Ice", but that's a movie universe event.....