The clinics offering this therapy should be staffed with trained professionals (obviously!), as fire safety and closely monitoring the patient is of the utmost importance. Also, they should have a bucket of water on standby should things go awry.
The heat apparently creates a warm feeling for the patients and can supposedly help relieve stress and, according to one clinic, everything from depression and diarrhea to indigestion and infertility.
Apparently originating from Tibet, this is now a form of Chinese medicine. It's like moxibustion, which has been practiced throughout Asia for centuries, but more terrifying looking.