Good catch! I think that the Devil they were referring to was the statue. It did look pretty devilish in the storm, standing sentinel over the island.
Yes, I know this. But I wasn't being clear in my point, sorry. What I meant was that it was funny to me in light of all the bickering on all the boards of late about whether or not Jacob is bad or good. But the being guarded by the Devil is also interesting in the fact that so many people have referred to "smokey" as a kind of security system...a guard if you may. BUT, if you look at the other side of things, Jacob seems to be "guarding" smokey, in keeping him from escaping the island.
I just thought it was interesting and funny. I love Lost.