This article is from the Aerobics Fitness FAQ, by email@example.com (Robles) with numerous contributions by others.
Since the blood tends to pool in your extremities after
a vigorous workout, and steams, saunas, hot tubs and even
hot showers tend to dilate your blood vessels, it is really
not the best thing to do as it will be more difficult for
the blood to reach the heart and brain. However, if you've
done a thorough aerobic cool-down, and you wait a reasonable
amount of time to return to almost normal, you might go into
one of these "fun" things. But if you feel any sign of
weakness or dizziness, get out immediately.