My bodybugg gadget actually seems to think that I'm burning more calories when I'm in the sauna, but I'm kinda skeptical. Does sauna time really accomplish anything?
I would be skeptical as well. Although there may be an increased metabolic load to cool the body, it seems to me that the readings are more likely to be related to measurement error of the Bodybugg.
According to the company, the Bodybugg contains four sensors:
The heat flux and skin temperature sensors are likely calibrated for room temperature and could be thrown off by the relatively high ambient temperature of a sauna. The GSR sensor could be affected by the humidity in the sauna (wet skin is more conductive than dry skin).