Exactly. The idea is that you want the steam just hot enough to produce a light sweat and have the ozonator inject a sufficient amount of ozone to fill the sauna. You put a towel around your neck so the ozone gas doesn't escape out and irritate your breathing.
In my opinion this is one of the single most powerful ozone treatments you can do in your own home. Beware that it WILL produce detox rashing that itch like the dickens. Probably best to start the treatments in the fall when you will be able to where long sleeve, etc, in the cooler months.