Things that come from Hell, or seem like they do, are infernal. If your father tells you to stop listening to that infernal music, he thinks your tunes are hellish on the ears.
The word infernal comes from infernus, the Latin word for underground. A related word is inferno which means a really big fire, the kind that you might find in Hell. Although it might be used to describe something really hot or something evil, infernal is usually used when someone is complaining about something they really don't like such as the infernal dog next door that keeps barking.