If you really want to know what this film was about...

You should check out the wikipedia entry on The Club Dumas which is a 1993 novel by Arturo Pérez-Reverte that the movie was closely based on. According to the book, the woman is a fallen angel who has wandered the earth for millennia searching for him. It which makes me wonder if she was trying to guide Corso to actualize his potential into becoming the Devil through the Ninth Gate, although the evil book was supposed to have been co-written by Lucifer (which might then involve circular time or the 'Devil/Lucifer' being a title held by multiple individuals over time, with Corso being the latest.)

Plot summary
"Lucas Corso is a middle-aged book dealer with a reputation of doing anything—regardless of legality—for his privileged clientele. While in Madrid attempting to authenticate a previously unknown partial draft of The Three Musketeers, he is summoned to Toledo by Varo Borja, a notoriously eccentric and wealthy collector.

Borja has obtained a copy of a legendary book, Of the Nine Doors of the Kingdom of Shadows, whose author was burned at the stake by the Inquisition. The book purportedly contains instructions for summoning the Devil. Only one copy of the book is supposed to have survived, but Borja claims three exist, two of which are elaborate forgeries. He hires Corso to compare the three copies and obtain the legitimate one by any means necessary. He promises to pay handsomely and cover all expenses.

Corso agrees, but continues to research the partial Dumas draft. The widow of the draft's previous owner, Liana Taillefer, insists the draft is a fake, but offers to buy it from Corso. After several encounters, she attempts to seduce Corso to obtain the draft; when he succumbs to her charms but refuses to surrender the manuscript, she becomes his enemy. She imagines herself as Milady de Winter, and uses a male associate (whom Corso nicknames "Rochefort") to follow Corso and attempt to retrieve the manuscript by force.

Corso confers with the Ceniza Brothers, book restoration experts with extensive knowledge of forgery. They give him basic knowledge to help him compare the copies of The Nine Doors.

On his way to Lisbon to visit the owner of one of the copies, he encounters a beautiful blonde with striking green eyes. She identifies herself as "Irene Adler", and suggests that she is a fallen angel. They part company before he meets with Victor Fargas. Fargas is a renowned collector who has been selling off his extensive library to maintain his ancestral mansion. Corso compares Fargas' copy of The Nine Doors to Borja's, and finds subtle differences in the illustration plates. Most bear the initials of the book's notorious author, but some of the plates bear the initials "L.F."

As Corso returns to his hotel, "Irene" guards Corso against an attack by "Rochefort". Corso leaves her to arrange a robbery of Fargas' mansion to obtain his copy of the book. "Irene" calls him to announce that Fargas has been murdered and his copy has been burned. She and Corso leave for Paris.

Corso confers with Replinger, an antiquarian and Dumas scholar, who authenticates the Dumas manuscript. As they talk, Corso spies Liana. He returns to his hotel and bribes the concierge to locate her hotel. "Irene" visits him, and they discuss theology; she implies that she is a witness to the events of the War in Heaven.

Corso visits Baroness Ungern, whose charitable institution possesses the largest occult collection in Europe, including the third copy of The Nine Doors. They flirt and discuss the book's author before she will let him examine her copy. "Irene" calls to warn Corso that "Rochefort" is waiting outside. The Baroness translates the illustration captions while Corso compares Ungern's copy to Borja's.

Later, Corso realizes that, while none of the three sets match each other, the plates bearing the initials "L.F." form a complete set of nine without duplications. "Rochefort" attacks again, and is again repelled by "Irene".

Using the concierge's information, Corso confronts Liana and her associate, but "Rochefort" renders him unconscious. When he revives, Borja's copy and the Dumas manuscript are gone. He learns that the Baroness has been killed in a fire at her library.

Using Liana's obsession with Milady de Winter, he traces her to Meung, where he is captured by "Rochefort". "Rochefort" is instructed by a man calling himself "Richelieu" to bring Corso to a nearby castle. "Richelieu" introduces him to the Club Dumas, a literary society of wealthy Dumas enthusiasts, who are gathered for their annual banquet. Corso is astonished to find that they only want to see the Dumas manuscript, and know nothing about The Nine Doors. He is invited to stay for the party, but chooses to leave.

Corso returns to Spain to confront Borja. "Irene" insists that she is a fallen angel who has wandered the earth for millennia searching for him. Corso does not question this, and finds himself even more strongly attracted to her. He accuses Borja of being responsible for both murders. Borja, intending to use the legitimate copy of The Nine Doors to summon the Devil and gain ultimate knowledge, has destroyed his entire library to prevent others from following his lead. Corso demands payment, but Borja ignores him and begins the ritual. Corso, who notices that one of the plates that Borja is using is a forgery, leaves in disgust. He hears Borja's screams of anguish as the ritual goes awry, and surmises that each of them will get the devil they deserve."