yes i think it is possible to lose weight in a sauna.. just put a stationary bike in there and start peddeling .. i know it works because friends in wrestling.. and he does that too cut weight for a match
exercising gets the herat rate up though which is decreasing the fat, sitting there doesn't...that is not safe but he'd only do it for weight ins and put it all back on afterwards would be guess
the whole wrestling thing is only before weigh ins, and they can actually lose up to 5 lbs in waterweight... they also cover themselves with sweatshirts and put an exercise bike in there to boost the sweating.... if you want to see a great example of this watch "the ultimate fighter" they do it on there every single show....
By the way i heard in some commercial that you actually burn around 600 calories in 30 mins (or maybe 60 i can't remember) is this even possible? and if it is wouldnt it be a pretty unhealthy way to lose weight?