I remember seeing some special on this - the sauna championships, or whatever - a while ago. They actually featured that Timo guy (the contestant in this story that didn't die) and talked about how he endured the temperatures, etc. They had some ordinary person try it and, of course, they were only able to tolerate like half of what the contestants can tolerate.
In any event, it's probably time to leave the sauna when your skin starts falling off. I'm no professional, so that's just a guess.