The easiest way to understand the causal structure of black holes is to use conformal diagrams. These show a 2-dimensional slice of the spacetime (e.g. the radial and time directions), and they have the characteristic that light rays directed in the radial direction (meaning precisely towards or away from the center of the black hole) move on straight lines at 45 degrees, and (most importantly) that
any other excitation moves along a curve that is everywhere more vertical than 45 degrees.
Here's the diagram for a Kerr hole:
It's a little hard to read, but the upper right and lower right boundaries of region I are asymptotic infinity (in the future and past respectively), far outside the hole. The line separating regions I and II is the outer horizon, and the line between II and VI is (part of) the inner horizon.
Those lines are horizons because of the nice characteristic of these diagrams I described above - all physical excitations propagate upwards more steeply than 45 degrees, and therefore anything emitted above one of those lines never makes it to any region further out of the hole.
It should be noted that most physicist believe (with good evidence) that the inner horizon is unstable, in such a way that the smallest perturbation will turn that ^ on the top of region II into a space-like singularity, making the diagram essentially identical to the one on the upper left here:
(NOTE to DrBaltar - the diagram in the lower left is a BH that forms by collapse of infalling spherically symmetric matter. Note that it's almost identical to the diagram I posted in the other thread, except that the infalling matter follows a curved track, and also note that, as before, there is no matter outside the horizon a diamond-shaped region on the upper left of the diagram.)