Incredible, incredible game. Basically as you can tell with it's Iron Maiden reference the game is set in Egypt (and kickass).
PowerSlave is set in an area around the ancient Egyptian city of Karnak in the late 20th Century. The city has been seized by unknown forces, with a special crack team of hardened soldiers sent to the valley of Karnak, to uncover the source of this trouble. However on the journey there, the player's helicopter is shot down and the player barely escapes. The player is sent in to the valley as the hero to save Karnak and the World. The player finds himself battling hordes of evil creatures including mummies, anubis guardians of the dead, scorpions and evil spirits. The player's course of action is directed by the spirit of King Ramses, whose mummy was exhumed from its tomb by these evil creatures.
Different from most DooM clones, because it incorporates weapons that aren't even guns and magic you can activate. (think augs!) It is worth a play through for at least an hour, it is a fantastic game.