This may be Finland, but I've accessorized my bathing suit with an all-Canadian toque. It's -15C, and I'm shivering in my flip-flops at the edge of a hole in the ice. A cross-country skier clad in a grey down jacket and fleece pants grins at me as he glides past. I have two choices: jump in or hightail it back inside and throw myself under a hot shower.

The latter is considerably more appealing, but I didn't come all this way to a sauna on the outskirts of Helsinki just to chicken out now. For 15 years I have heard tales of my husband's crazy Finnish grandpa, who built a sauna at his rural Manitoba home and entertained the grandkids by bolting from the sauna into the iced-over lake. Since I happen to be in Finland in the winter, how can I turn down the chance to pay tribute to the family in their ancestral homeland? There were some major points to be scored with the in-laws.

The brochure I picked up at the Helsinki tourism office advertised "public ice swimming", conjuring up visions of an outdoor pool surrounded by snowdrifts. When I inquired at my hotel how to get there, the two desk clerks laughed. "I don't even dip in the lake when I take a sauna in autumn; it's too cold," one of them said. They gave me directions and made me promise to report back.

Twenty minutes later, I emerged from the subway at Rastila Camping Centre, a summer caravan resort on the banks of a narrow inlet that in winter doubles as a playground for Nordic skiers, dog walkers, and snowman builders. The sea had long since frozen over and been covered with a thick layer of snow that glittered for kilometres, framed by pine forests. There, just like in Wauhkonen family legend, was a five-metre-wide hole literally hacked into the ice, which an attendant in a red parka shovelled clear of snowdrifts. A swim ladder anchored to a wooden platform led down into the dark water. Thin ropes cordoned it off to avoid any unfortunate skiing accidents. All I could do was laugh; it was a good 150-metre walk from the hole to the sauna building-and I was supposed to do it virtually naked?

I entered the dressing room apprehensively, not at all sure how to go about this. After stripping down to my bathing suit, I stood awkwardly on the outskirts of the bustling communal shower that led to the sauna. Finally, I cornered a middle-aged Finnish woman and, after ascertaining that she spoke English, asked her for guidance.

"First, you shower," she instructed. "Then, it is best that you go cold pool first. Do you have shoes?" I hadn't thought to bring sandals for the long, slippery walk from the sauna to the ice, and I just had my sheepskin boots. The woman found a pair of thongs lurking in an empty locker and told me to put them on, as well as my wool hat. "You come with us," she said, motioning to a 30-ish Nordic goddess who had just emerged, ruddy and dripping, from the sauna. "It's her first time too."

Indeed, the younger woman explained that although the sauna was a regular part of her life, she had never ventured as far as the cold plunge. The three of us stepped gingerly out into the cold air and chattered down the path. We paused briefly to take a trophy photo of me next to the ice for the relatives-very gracious of them, given I was holding up their return to the hothouse.

Now I perch hesitantly at the edge of the ladder. "One, two, three," the woman says firmly and motions for me to take the three rungs of the ladder quickly and decisively. "How long should I stay in?" I ask. She looks at me oddly, then melts into a wry smile. "You'll know when is enough."

I back down the swim ladder. One, the icy water shocks my calves… Two, it stabs my groin, flash-freezing all sensation… Three, waaagh, the armpits! I laugh and flail my legs but refuse to let go of the rungs, afraid of sinking into the watery abyss like Leonardo DiCaprio in Titanic.

And then it's over. I bolt up the rungs and do a frantic dance to try to shake off the cold. Flip-flops on, I race-walk the icy path to the sauna, tossing back a thank-you to my bathmates; perhaps a bit ungracious, but my manners lapse at half-naked below zero. Wind chill forces me to slow down. I glance back and pause, incredulous, to watch the older woman make a graceful lap around the perimeter of the hole.

Finally, the sauna's steamy reward. The small, wood-scented room is half-full with six women ranging in age from mid-20s to mid-70s. Despite the 27C temperature, several wear a wool hat in addition to their birthday suit. I quietly ask the young woman next to me, who speaks a bit of English, why. "It's good if you go from cold to hot and back if your head sweats a lot," she said. I ask her how many times per sauna session she does the cold run. "Sometimes two times, sometimes six times," she replies. "Normally, you go three or four times." She looks at me with a bit of concern. "For you, maybe two times is enough." She says she's been coming here once a week during winter for the past three years. "I am very healthy because of it," she beams proudly. "I don't get sick. Strong, good blood."

The Finns believe there is method behind this madness. Some tout the circulatory benefits of the hot-cold contrast and believe the experience strengthens the Finnish sisu, or intestinal fortitude. But for others it simply feels good. H.J. Viherjuuri writes in Sauna: The Finnish Bath: "The feeling of well-being which follows the cold dip is undoubtedly one of the most delightful sensations which the human body can experience." Viherjuuri points out the hot-cold phenomenon can't be considered "some modern piece of foolish revelry", since ancestors of the Finns indulged in this practice as long ago as the 17th century. Nor is a jump in the lake the only option; a roll in the snow will do quite nicely.

But even sauna fanatics don't claim that the cold shock is a necessary component of the experience. Rather, they emphasize the health and relaxation benefits of the heat. The perspiration induced by the sauna is said to cleanse and relieve skin conditions, flush out impurities, make limbs supple, relieve rheumatism, and encourage deep, sound sleep. Saunas are also promoted for weight loss, although that claim seems dubious, given the weight that's lost is water through excessive perspiration. Health benefits aside, however, it's hard to argue with the mental boost. There's nothing like a good steam to leave you as relaxed as a floppy noodle.

Although I'm glad I tried the ice dip-twice, for good measure-it wasn't something I'd like to repeat. However, at another sauna I opted for a roll in the snow afterward instead. Although this is actually said to be the colder of the two (the temperature of water, after all, is above zero, while that of snow is below freezing), it was an addictive experience. The water dip was just too shockingly cold to be pleasant, but the snow felt gentler. I loved the feeling of snowflakes pricking my bare skin like tiny needles, the novelty of my hot body melting the snow, and the invigorating feeling I had as I walked, steaming and dripping, back to the sauna. All my senses were heightened, yet I felt absolutely mellow. Perhaps my husband's crazy grandpa wasn't so crazy after all. -

ACCESS: Virtually all Finnish hotels have at least one sauna, and more upscale ones offer private saunas in your room. Rastila Camping Centre is located in eastern Helsinki at the Meri-Rastila metro stop on the Vuosaari line; in town, call 09-321-6551 for unisex and sex-segregated bathing hours.

Saunas are taken nude, but bring a swimsuit, flip-flops, and a warm hat for the ice dip. This is a community sauna, not an upscale spa, so remember bathing supplies, towels, and a blow dryer. Entrance for public sauna and ice swimming is í¢”š ¬4.5 ($6). The winter swimming season runs from October to April 30. For more information on Finnish saunas, see the Finnish Sauna Society. General tourist info can be found at Visit Finland and Visit Helsinki.