There was a king of Yemen whose trusted and closest advisor was a magician. The king proclaimed himself to be a Lord, and he executed those who disagreed. The religion of the rightly guided at the time was that of Prophet Isa, peace be upon Him. Anyways, this advisor requested that the king recruit a boy to be the new advisor and be trained in magic, as the advisor was getting old. So, he sent him a young boy, and then the king's advisor taught him magic. But on the way to the magician's house, the boy passed by an old monk. Curious, he walked to the monk and sat down with him. The monk told the boy about the religion of Prophet Isa, and the boy was interested. Later on that day, he successfully embraced Islam.
The boy then left the monk and he walked to the house of the magician. But it was already late, and the magician was so angry, he beat the boy with a stick. The angry magician then taught the boy some magic, but the boy did not listen, and only pretended to listen. Every day, before he went to the magician, he would visit the old monk in his small yet spacious home. The monk taught him more about the religion, like recitation of the holy scripture, et cetera. After his visit, the boy would go to the magician's house. The magician would be angry and beat him for being late, then the usual magic class would begin. The boy complained about the beatings he experienced to the monk. The monk said to him, “Whenever you are afraid of this magician, say to him that your people kept you busy. And whenever you are afraid of your people, say to them that the magician kept you busy.” This continued on for some time.
One day, a huge beast was blocking the road. The boy picked up a stone and aimed it at the beast. He decided that today he would learn whether the doctrine of the monk or the magician was correct. So the boy said, “O Allah! If the deeds and actions of the monk are liked by You better than those of the magician, then kill this creature!” Then he threw the stone, and it instantly killed the beast. The boy now knew that the religion of the monk, the religion of Islam, was the truth. The boy then came to the monk and informed him about it. The monk said to him, “O my son! Today you are better than I, and you have achieved what I see! You will be put to trial. And in case you are put to trial, do not inform them about me.”
The boy began to treat the people suffering from congenital blindness, leprosy, and other diseases. There was a minister of the king who had become blind, and he heard about the boy. He came and brought a number of gifts for the boy and said that all these gifts were for him on the condition that he cured the blindness. But the boy said, “I do not cure anybody; it is only Allah who cures people. So, if you believe in Allah and supplicate to Him, He will cure you.” The minister then became a believer, and his vision was miraculously restored.
The joyful minister came to the king and sat at the place where he used to sit before. The king asked who had given him back his sight, to which the minister replied, “My Lord.” The king then proudly said, “I did!” but the minister said, “No, my Lord and your Lord, whom is none other than Allah!” The king said, “What, you have another Lord beside me?” The minister said, “Yes, your Lord and my Lord is Allah.” The king tortured him and did not stop until he told him about the boy.
The boy was brought to the king and he said to him, “O boy! Has your magic reached to the extent that you cure congenital blindness, leprosy and other diseases?” He said, “I do not cure anyone, as only Allah can cure.” The king proudly said, “Me!” but the boy replied, “No, not you.” The king asked, “Do you have another Lord besides me?” to which the boy answered, “My Lord and your Lord is Allah.” The boy was tortured until he told about the monk. Then the monk was brought to him and the king said to him, “Abandon your religion.” The monk refused, and so the king ordered a saw to be brought which was placed in the middle of his head and he fell, sawn in two. The king said the same to his minister, and when the minister declined, he was killed in the same way. Then it was the boy's turn. He refused to abandon his religion, and so the king sent him to the top of a high mountain with some people. He told the people, “Ascend up the mountain with him till you reach its peak, then see if he abandons his religion; otherwise throw him from the top.” They took him and when they were at the peak, he said, “O Allah! Save me from them by any means that You wish.” The mountain then shook and everyone fell down except the boy, who came back walking to the king. The king said, “What did the people I had sent do?” The boy said, “Allah saved me from them.”
The king was angry and he sent a group of people to drown the boy in the sea. But as they reached the sea, the boy said, “O Allah! Save me from them by any means that You wish!” The people were drowned, and the boy swam back to shore, and returned back to the king. The king was very annoyed, and he gave up. He asked the boy how he could be killed, and the boy replied that he would need to shoot him with an arrow in front of the townspeople after saying “La ilaha illa Allah.” So the king gathered everyone to the town square and shouted, “La ilaha illa Allah!” He then released his grip on his quiver, and the arrow shot out, striking the boy. Blood flowed out of the boy's arm, and he died on the spot. When the people saw this, they said, “We believe that there is not God but Allah!” The king, bewildered by this scene, ordered his people to shut up and worship him. But they refused. So, he and his administration dug up several ditches filled with fire around the town's borders, and anyone whom did not believe in the king as a Lord would be cast into these pits. An announcement was then made that everyone should renounce their belief in Allah, but then, everyone in town refused. Even some the king's guards went against him and advised him to repent, but he ordered that they be thrown in the fire too. A woman and her baby whom she was breast feeding came and it was as if she was being somewhat hesitant of falling into the fire, so her baby said to her, “Be patient mother, for verily, you are following the truth!” She them jumped into the pits of fire, and they were some of the people whom were martyred that day.
Allah then says in the Holy Qur'an, “Verily, those who put into trial the believing men and believing women, and then do not turn in repentance, then they will have the torment of Hell, and they will have the punishment of the burning Fire.” As you can see, Allah is very generous, the king and his men killed the believers, yet Allah still gives them a chance for repentance.
Ibn Ishaq mentions in his Seerah that the king whom persecuted the people was Zu'rah Yusuf Dhu-Nuwas, the last ruler of the Himyarites before the Christians invaded Yemen. However, there are errors with this report; firstly, Ibn Ishaq says that the king Zu'rah Yusuf Dhu-Nuwas was the son of Tubba' Abu Karib As'ad, that is not true as the Tubba' did not have a son named Zu'rah, secondly, Ibn Ishaq mentions that the king was a Jew, so it is unlikely that the king thought of himself as a Lord, and it seems more likely that Dhu-Nuwas worshipped whatever the Jews of his time worshipped, thirdly, Dhu-Nuwas was the son of the Tubba' ruler Sharhabil Yaqaf and not Abu Karib As'ad. And Allah knows best.
Sources
Holy Qur'an - Surah al-Burooj
Ibn Kathir - Tafsir on Surah al-Burooj (ayah 1-10)