Hooded Death Eaters appear around Harry and his friends. Harry asks where Sirius is, but Bellatrix Lestrange mocks Harry for his concern. Lucius says that Harry has a "weakness for heroics" and asks for the prophecy. Harry, Ron, Hermione, Ginny, Neville, and Luna raise their wands. Lucius tells Harry that he can go home after handing over the "prophecy," which makes Harry laugh. Harry starts asking about the prophecy and says Voldemort's name. This angers Bellatrix and she tries to curse him, but Lucius deflects her curse. The curse breaks a few orbs and shadowy figures emerge, speak, and disappear.
Though Harry has no idea what exactly he's holding, he understands that whatever it is, it's likely the weapon that the Order of the Phoenix has been guarding—and is therefore valuable. In this way, Harry shows that one doesn't actually need all the information to understand what the right course of action is in a situation like this. Because he trusts the Order, he trusts that he needs to continue their work and protect the orb.
Harry tries to step on someone's foot as he asks what the prophecy is. He's taken aback when Lucius asks if Dumbledore never said that the prophecy is the reason Harry has his scar. Harry whispers to Hermione to smash the shelves as Lucius continues talking. Lucius says that only the people mentioned in prophecies can remove them. Harry shouts "now" and his friends all shoot curses to explode the shelves. They race away from the Death Eaters and Hermione seals the door behind them. Harry realizes that Ron, Luna, and Ginny aren't with them.
Learning that the prophecy contains the reason why Voldemort tried to kill Harry (which resulted in the scar) makes the prophecy even more valuable for Harry on a personal level, as it contains information that he's been curious to learn about since his first year at Hogwarts. Note too that as Harry and his friends fight, they rely mostly on simple spells they mastered in the D.A.—which again speaks to the efficacy of basics.
Harry, Hermione, and Neville hide under desks as a few Death Eaters unlock the door. Harry Stuns one, while Neville accidentally Disarms a Death Eater and Harry. Hermione manages to Stun the Death Eater and he falls backward toward the bell jar, but his head passes through the glass, starts to shrink into a baby's head, and then grow again. They run into an office, silence one Death Eater, and petrify another. The silenced Death Eater shoots a silent curse at Hermione and she crumples. Harry manages to petrify him. Harry and Neville decide to carry Hermione out.
Given that this is Neville's first real combat experience, he's doing surprisingly well. This shows that Harry's teaching over the course of the D.A. meetings was extremely effective—especially since Neville appears confident in his abilities, which as McGonagall pointed out, was the main thing holding him back.
Harry, Neville, and Hermione make it to the circular room, and as soon as it finishes spinning, Ginny, Ron, and Luna fall through another door. Ron is unfocused and giggly, while Ginny's ankle is broken. Just as Harry lifts Ron to choose a door, Bellatrix and two other Death Eaters enter. Harry shoves Ron through the closest door, helps the others through, and manages to lock it. Luna and Neville try to seal the other doors in the room with the brains, but Death Eaters break through one. Ron summons a brain from the tank and as he catches it, tentacles of moving images wind around his body. They start to attack him, and won't break. The Death Eaters Stun Ginny and Luna, so Harry runs, holding the prophecy above his head.
The way that Harry behaves shows that at this point, he's most interested in doing what he can to save his friends and get them out alive. This again speaks to Harry's capacity to love, but he also feels extremely guilty for leading his friends into what turned out to be a trap. Harry, Luna, and Ginny also continue to use simple spells to fight the Death Eaters, and they are generally effective.
The Death Eaters follow Harry into the room with the dais. Harry falls down the stairs and sees many Death Eaters entering from different doors. Lucius asks for the prophecy, but Neville shouts from the doorway that Harry isn't alone. When Bellatrix realizes who Neville is, she performs the Cruciatus Curse on him. Harry moves to give the prophecy to Lucius, but Sirius, Lupin, Moody, Tonks, and Kingsley suddenly arrive and begin dueling the Death Eaters. Harry finds Neville and they try to leave. A Death Eater curses Neville so he starts tap dancing. The Death Eater tries to curse Harry as well, but Sirius knocks him aside. As Harry tries to lift Neville, Lucius tries to take the prophecy. Neville puts the prophecy in his pocket, but his robes rip and the prophecy falls and smashes.
Remember that Bellatrix was the Death Eater responsible for torturing Neville's parents with the Cruciatus Curse to the point of insanity; by performing the curse on Neville, Bellatrix shows her extreme cruelty. The arrival of the Order tells Harry that somehow, someone found out where he went; there's someone looking out for him. The prophecy—the object that so much of the plot has focused on—smashes here, seemingly destroying the crucial information that everyone wants to protect.
Harry and Neville stare for a moment before Harry again tries to help Neville up. Neville shouts that Dumbledore is here and Dumbledore races down the stairs. Death Eaters run except for Bellatrix, who is dueling Sirius. Sirius is laughing when Bellatrix's curse hits him in the chest, throwing him backward through the arch and the veil. He disappears. Harry screams and Lupin grabs him.
Sirius's death by falling through the veil confirms Hermione's suspicion that the arch was dangerous—it seemed to be an incarnation of death itself. Because Harry cannot fathom losing his godfather, his love for Sirius keeps him from knowing that Hermione was right and makes this even more painful.