***
The lords of the underworld made me a ball of fire to play with, and laughed when I burnt myself trying to send it in the air. It was so hot I could not hold it in my hand; only strike it with my hips or my knees, and even then it seared me as if my clothes were nothing but air.

The rules were simple, or so the three lords had told me: send the ball through the hoop on the wall, and we will give you what you came for. And they had laughed without pity.

For the human shadows they had summoned to play against me, and which were flitting between the two parallel walls of the arena, did not seem affected in the least by the fire. The game was rigged; I should have known that the lords would never let a mere mortal defeat them. But my despair, which had carried me this far, led me to accept their mocking bargain. I had to bring my husband back to life.

"It was so hot" can probably be removed (you say in that paragraph that the ball is "fire," that it "burnt" her, and that it "seared" her -- that's plenty of times to let us know it's hot); in fact, that entire sentence could be reworked to have more punch.

The first sentence of the second paragraph could be tightened as well to something like "The rules the three lords gave me were simple: send...." That one doesn't strike me as badly, because the way you have it fits the flavor of the rest of the piece okay.

The first sentence of the next paragraph could lose the entire "and which were flitting ... arena"; it really doesn't seem necessary, although others may think it helps with the setting. It could also lose "in the least." The rest of the paragraph doesn't make chronological sense. She "should have known" tells us that she didn't know. Yet the next sentence implies that she made her decision in spite of that knowledge. (It might just be me that reads it that way.) This could be fixed simply by saying "had led" (or even something stronger: "had forced," perhaps).

One thing that snagged my eye (bad) was "human shadows". I have no idea what that means, shadows that were/are humans or shadows of humans. Also, the syntax of that entire sentance doesn't compile. The use of the term "rigged" was clear enough, but a bad violation of your voice.

Distracting terms that don't match the flavor of the scene include: "play with", "so hot", "my clothes", "rules were simple", "hoop", "came for", "parallel walls", "seem affected", and "back to life." There were also some style issues to be addressed in the way you parse some of your sentances.