Ok seriously though: if you want to try the really hot-extremely cold thing, a couple of things to keep in mind:
If you have cardio-vascular problems, don't do it! It would put too much strain on your heart.
Make sure to drink plenty in advance and afterwards. Water, not alcohol.
Agreed on the cardiovascular issues, your heart really begins to race. I personally love the sensation, but if you are prone to heart disease or have other issues, you will probably want to avoid that. And Pauliina, if you are going to advocate no beer in the sauna, I am seriously going to start questioning your claims of being Finnish.
Really, 100C? Your proteins start to disassociate at around 45, 46C. That means you start making soup out of yourself at half the temperature you are claiming. Now, I like a HOT shower, so my water heater is set to right around 49C, and the water that gets to the shower head is right around 43C. And that can be really uncomfortable enough. I dont think I want to boil myself alive, though.
Krystal, it's a very different sensation when it is a sauna, rather than a shower. There is no way I would consider jumping into boiling water. Also, I think Americans have the idea of sitting in a sauna for an hour or something. This is a quick back and forth, so for the first few rounds, you're in the sauna for about 10 minutes (or just long enough to stay longer than the first person to leave so no one calls you a saunawussy!), then you're in the freezing cold for generally as long as it takes to soak your body, I'd say no longer that 5 minutes in my experience, then back to the sauna to start the process over again.
This is something that I do because I love the sensation and I feel amazing at the end of it. There are plenty of misogi descriptions that make me shudder. I personally don't understand of putting your body through something that makes you miserable, even under the guise of toughening up. Kneeling in the snow to meditate, then running to jump into freezing cold water, then back to meditation, for example, is not something I would be willing to try.