You have to talk to the PT about your limitations - it's really, really important. You should never leave there and have trouble afterwards or feel badly. PT is about taking tiny little baby steps to get you back on the right path. If it's too hot - tell them - I've never been in a clinic that was too warm though - it's not like going to the gym. You could also use a cooling vest if need be.

If they can't work with you well or it's too hot, ask for another PT or another facility. I worked as a PT aide for a year or so and loved working w/MS patients, but we constantly needed to remind them that only they know how much they can reasonably do without paying for it tomorrow, so they need to speak up. It won't do you any good if you work so hard that you are in pain or exhausted the next day.

Good luck and have fun - PT can be a huge help!