In order to avoid the INEVITABLE, I am going to take care of this one. Tactfully as possible. I assume we are dealing with a youngster here so please act appropriately.
I think what you may be referring to is an old urban legend. It is hard to say because you didnt give us much to go on, but based on what we do have I am willing to speculate that that you have fallen for one of the older urban legends around.
Dont worry you are safe. There is no hole to hell. Not in Sweden(Boys, hold the snickering) or in Russia where the legend comes from.
From Wikipedia:
QUOTE
The "Well to Hell" is a fictitious borehole in the Soviet Union which was purportedly drilled so deep that it broke through to hell. This urban legend has been circulating on the Internet since at least 1997. It is first attested in English as a 1989 broadcast by Trinity Broadcasting Network, which had picked up the story from Finnish newspaper reports. [edit] The legend and its basis
The legend holds that scientists on the Kola Peninsula had drilled a hole nine miles (14.5 km) deep before hitting a pocket of air. Intrigued by this unexpected discovery, they lowered an extremely heat tolerant microphone, along with other sensory equipment, into the well. The temperature deep within was a 2000°F (1100°C) — heat from a chamber of fire from which screams of the damned could be heard.
Soviet scientists had, in fact, drilled a hole almost eight miles deep in Kola (the Kola Superdeep Borehole), and found some interesting geological anomalies, although they reported no supernatural encounters.[1] Temperatures reached 180°C (360 °F), making deeper drilling prohibitively expensive.
Propagation
United States tabloids soon ran the story, and sound files – recordings of those alleged supplications from the damned – began appearing on various sites across the Internet. The story eventually made its way to TBN, which broadcasted it on the network, claiming it to be "proof" of the literal existence of Hell as taught in the Bible.
Åge Rendalen, a Norwegian teacher, disgusted with what he perceived to be mass gullibility, decided to augment the tale at TBN's expense.[2] Having heard the original story on TBN during a visit to the US, he wrote to the network, originally claiming that he disbelieved the tale but, upon his return to Norway, supposedly read a "factual account" of the story. According to Rendalen, the "story" claimed not only that the cursed well was real, but that a bat-like apparition had risen out of it before blazing a trail across the Russian sky.
Rendalen deliberately mistranslated a Norwegian article – an insignificant piece about a local building inspector – and submitted both the original story and the "translation" to TBN, along with a letter which included his real name, phone number, and address, as well as those of a pastor friend who knew about the hoax and had agreed to expose it to anyone who called seeking verification.
However, TBN never bothered to verify Rendalen's claims (which would have immediately led to the hoax being exposed) and aired the story as "proof" of the validity of the original story.
Snopes does a pretty good job explaining the story here:
Well to hell link