Wet home saunas are often called steam saunas. Most saunas today use a heater and some type of volcanic rocks. In both cases, the rocks are heated to a high temperature. The main difference between a wet and dry sauna is the water that is splashed over the rocks in a sauna that is wet. Because the rocks are heated to such an extreme temperature, the water vaporizes very quickly causing steam to form. In a dry sauna, there is no water, just heated rocks.