After the scene ends, head forward and jump onto the raised platform. Move forward until you reach a fork. Take the right path, then left at the next. The next platforms are being roamed by some of Hades' fiery servants. Defeat them and move on past to the next segment consisting of logs and spikes. Keep your balance on the turning cylinders while avoiding the spikes which litter them to progress. Reach the platform at the end of the first one (a soldier should spawn here), and take the right path for a chest. Head back to the platform which ended your endeavor on the first log, and jump onto the one to the left of it. You can jump to the platform at the right here for another chest. Keep moving forward, and jump to the platform on your right again. Hop onto the log to the right of that, and go backwards on this one to end up on a large platform with flying harpies. Defeat them and move onto the next log to finally finish the segment. The next segment involves jumping across moving platforms. Use the Army of Hades to get rid of Hades' own up ahead, then defeat the minotaur up ahead. If you jump up to the higher platform to the right, you'll face some more minotaurs. Defeat them all, then jump up to the similar-looking set-up on the left. Defeat some more minotaurs and you'll finally reach the dreaded Spiked Column.
The best strategy here is to take it slow. If you get hit, you'll end up having to start over. Most importantly, be weary of the second spiked column up ahead. Now take the path set by the raised platforms (right at the fork leads to a chest) and gear up for the upcoming battle. The satyrs make a reappearance; defeat them all to gain access to the road forward. Follow the path and take the rope up, out of the depths of the underworld and back into Athens.