From Diablo Wiki
In ages past, the Lesser Evils lead by Azmodan and Belial rebelled against the supreme power of the Prime Evils because they thought they were putting aside their primary quest to defeat the Order of Angels. It can be argued that it was misguided, since the Prime Evils Baal, Mephisto and Diablo had lessened the war effort only to bring the newborn Nephalem to their side, turning the tide of the war against the angels.
For a long time Diablo, Mephisto and Baal were battling against the hordes of rebel demons in the Burning Hells, and killed a great number of them, but were eventually defeated and banished to walk the mortal world of Sanctuary as shades. After the exile, the rule of the Burning Hells fell in the hands of Azmodan and Belial, who were reluctant to share the supreme rule between the two of them. This resulted in a number of demonic civil wars for the throne, which have lasted to this day.
Known Lesser Evils