Belphegor is the evil cat who assisted Asmodeus in his ill-fated plot to kidnap Seraphim. He was used to take advantage of Seraphim's weakness for cats. Boo managed to defeat Belphegor with assistance from some "nice ladies" from the CEA, who provided the hamster temp with such equipment as a jetpack to replace his strap-on wings and a catnip mouse blaster.
At this point, it is not known if Belphegor is an agent for the same organization as Asmodeus, is a temp (like Boo), or is a rent-a-kitty (or possibly Miho's cat seen sitting on her computer desk). Belphegor does have a pair of strap-on bat wings, but this could lend evidence to any of the possibilities.