Our sauna room has the stove called "Iki kiuas" which has about 250 kg of stone around it. That gives us very nice soft steam and the sauna air never feels dry.
One start the sauna by sitting in the sauna room, water is thrown on the hot stones topping the kiuas which produce the steam. This is called "löyly" in Finnish. The heat and the steam will help the muscles to relax and it opens the pores on your skin. When the heat begins to feel uncomfortable, it is a customary to jump in to the sea or lake or just step out and cool down on the terrace or in the dressing room. In winter time we swim in the sea after the hole has been cut in to the ice, an other way to cool down in winter is rolling in the soft snow.
Then one usually sits down and has a cool drink or beer. After cooling one goes back to the hot room and begins the cycle again. Usually we do that three times or even more. The time spent in the hot room is up to everybody. In Summer nights it is lovely to spent long time with this sauna ritual with the midnight sun. Before leaving the sauna it is good to take a shower and wash the body with nice sauna soap and soft brush . After that the skin will feel smooth and soft.