Essentially, you sweat it out in the sauna (if somebody has not already taken it upon themselves to do so, you may use a ladle to throw water on the stove, which will produce steam) before jumping into the lake outside when you can't take the heat anymore. We repeated the process 3-4 times. The wide variation in temperature accelerated our heartbeat a lot, which made us feel both very relaxed and very hungry. Fortunately, the Jatkankampalla Lumberjack Lodge just beside the smoke sauna served an extensive buffet meal that really hit the spot. It is one of our fondest memories of Finland.
Before I forget: towels are provided but not swimsuits. That may explain why so many people were skinny-dipping... not that there's anything wrong with that. :)
