And so, the Ainur bring order to the lands, calm to the seas and bury the primeval fires. At the prayer of Yavanna (that Vala most concerned with nature), Aulë fashions two Great Lamps, Illuin and Ormal, and these are set atop great pillars in the far North and South of Middle-earth, and illumine the world. Then, the seeds that Yavanna had sown begin swiftly to sprout and burgeon and there arose the eldest forests, great trees almost as tall as mountains. Content with things, and free from the shadow of Melkor, the Ainur establish an island kingdom called Almaren in the midst of Middle-earth, where the light of the Lamps mingled.
But Melkor was aware of all that was done, having watched from afar, and having secret spies among the Maiar (probably one of them was Sauron), and he was filled with hatred. Gathering a great many Maiar about him, therefore, he descended once again upon the world, this time in the far North and in secret, and delved for himself a vast subterranean fastness called Utumno beneath the mountains. In Sindarin, it was called Udûn - those of you who remember the confrontation of Gandalf with the Balrog on the Bridge of Khazad-dûm will recall that Gandalf called it a ''flame of Udûn'' - this is a referrence to that time when the Balrogs, those Maiar of fire, first gathered about Melkor in the pits of Hell.
When he deems the time to be ripe, Melkor once again declares war on the Ainur and casts down the great pillars of the Lamps, destroying Almaren and many lands were drowned under the sea in that time, or scorched by great fires, and the Ainur are once again driven out of Middle-earth. This time they head westward over the sea to a far continent called Aman, and there they establish their new kingdom, saving what they could from the tumult of Middle-earth. As a defence against Melkor, they raise the mountains of the Pelóri around their kingdom, and so Middle-earth, the place of the coming of the Children, remains in the power of Melkor.
The above image I found in Google Images. It is almost (but not really) how I imagine the woods of Middle-earth after the departure of the Ainur, which became haunted, very dark, places of fear.