I reread your post and I found that you've had a negative experience with a sauna. I'm very sory those asses did that to you. One good thing about banya is that I've nenver seen any locks on the inner door. You should go to a banya with someone you definitley trust.

Here are some minor nuances and tricks:
- The boiler has a wooden lid, if you close it the temperature won't raise quickly if at all.
- The temperature in banya is best when it's a bit beyond comfortable. Not very much. Just slightly.
- If it's too hot, just open the door letting the hot air out of the steamroom.
- Or just lie on the floor, it's much colder there. That's why all the benches there are at about a waist hight.
- Don't start lashing right away after you came in. Allow yourself a time of relaxation just lying on the bench motionlessly.
- Raise the temperature slowly and gradually. Your body won't even feel that it's so hot inside.
- Don't touch metal things in the steamroom. They're VERY hot. Even nail caps on the walls, let alone dippers (except for the wooden handle) and other stuff. (And the walls of the boiler!!!)
- If the surface you want to lie down on is very hot (examine it with your palm first), just spill some cold water onto it and spread it with your palm allaround the surface.