Arthas killed Mal'ganis, as part of his ascension to Death Knight.
This is in one of the last missions in the Human campaign in Warcraft 3. Arthas is manipulated by Mal'ganis into coming to Northrend, seeking revenge for turning his people and forcing the Culling of Stratholme. Arthas's quest led him to Frostmourne, which put him directly under the Lich King's control (at that point, this was Ner'zhul on the Frozen Throne, not Arthas). Mal'ganis gloated that Arthas was now theirs, but the Lich King let Arthas have his vengeance to complete the binding, and Mal'ganis died in his final assault. Or at least was gravely wounded. Death isn't really final for most demons in many circumstances, but they normally also take a large amount of time to reform.
It's important to note, that while the Lich King and the Scourge were a creation of the Burning Legion, the Lich King was not a willing subject in the matter, and was immediately looking for ways to subvert their control. Letting Arthas kill one of the dreadlords keeping an eye on him was an easy way to do that. The remaining dreadlords lost their leverage on the defeat of the Legion, and the Scourge became it's own independent force. That's also why one of those dreadlords, Varimathras, was allied with the Forsaken early on (before the events of the Wrathgate) - it was looking to get back at Arthas, and allowed Sylvanas to direct it until it was time for better options (the Apothecary Society's rebellion). Another of the dreadlords, Balnazzar, had also infiltrated the Scarlet Crusade to use as a force against the Scourge, and featured as a boss in the Stratholme dungeon.
