Take one of each key and put it in the horadric cube and transmute it. A portal will go up. Go in and kill the monster there. I believe whoever spawns is random. They will either drop diablo's horn, mephisto's brain, and baal's eye (or something of the sort.. i cant remember, basically 1 body part from each of the brothers). Then you put those 3 organs into the horadric cube and it should iopen up a portal to the uber bro's. Be warned, this is not somethign that you can solo.

This is by vague memory btw.