You already know the answer to this question: 1. It's dangerous, and 2. it doesn't work. But you want to see someone demonstrate it, right? And who better than Lauri Vuohensilta (previously), the Finnish madman who will try anything?
"...and definitely don't do this. You are going to see soon why."
Oh yeah, we need another quote here.
"Mushroom cloud is always good thing to have on nice summer day."
They end the video by burning their sauna, as one does. -via Digg