old finnish saying...
Jos ei viina, terva tai sauna auta, tauti on kuolemaksi." ("If booze, tar, or the sauna won't help, the illness is fatal.)
The oldest known saunas were pits dug in a slope in the ground and primarily used as dwellings in winter. The sauna featured a fireplace where stones were heated to a high temperature. Water was thrown over the hot stones to produce steam and to give a sensation of increased heat. This would raise the apparent temperature so high that people could take off their clothes. The first Finnish saunas are what nowadays are called savusaunas, or smoke saunas. These differed from present-day saunas in that they were heated by heating a pile of rocks called kiuas by burning large amounts of wood about 6 to 8 hours, and then letting the smoke out before enjoying the löyly, or sauna heat. A properly heated "savusauna" gives heat up to 12 hours. These are still used in present-day Finland by some enthusiasts, but usually only on special occasions such as Christmas, New Year's, Easter, and juhannus (Midsummer).
taken from...
http://en.wikipedia.org/wiki/Sauna
