Yes after reading many of Andy's archived posts I have to say it is very important to chelate for the recommended amount of time without any breaks. It is even good to chelate for longer than 3 days if you can handle it...as Jinx said every time you stop there will be damage from redistribution.

I recently finished my first 3 day ALA session 2 days ago with 30 mg every 3 hours. The symptoms afterward were not that bad...my head feels a little strange but not in a bad way.

I also talked to Andy about infrared saunas. Apparently some of the cheaper ones heat the body very unevenly (meaning most of the heat will be heating up only a small portion of the body) which he says isn't good physiologically, and that many people will have adverse effects because of that. He doesn't think infrared saunas themselves are bad...