The idea of the sauna, (and even better a steam room) is to get yourself to sweat profusely. Toxic metals in addition to necessary minerals are released in the sweat. Many here don't have the energy to exercise much. Make sure that you take in plenty of water, sodium, potassium, and magnesium if you plan to do some heavy duty sweating.

You don't have a local YMCA or other gym you could join?

I am very heat intolerant and would be in severe discomfort in a steam room or sauna. If you are in a hot and humid climate, just exercising outside in the middle of the day should get you to sweat plenty.

The problem with sweating aside from the heat intolerance that many of us have is that plenty of necessary minerals are lost in sweat, so if you plan to do plenty of sweating you will need to increase all your mineral supplements.