Size
Gas sauna heaters have to produce 1,000 British thermal units (BTUs) for every 15 cubic feet of sauna space. For example, if your sauna is 10 feet long by 6 feet wide by 7 feet high, it has a volume of 420 cubic feet (length multiplied by width multiplied by height). A sauna that big would require a gas stove that can produce 28,000 BTUs.
Dry Saunas
You can make a dry sauna in a number of different ways. The simplest way involves putting rocks in a metal basket and setting the basket on top of the stove. Be sure you use granite or another type of igneous rock, because it does not explode when heated. Some other types of rocks can have air pockets. As the rocks heat up, the air in the pocket can expand and cause a thin part in the rock to fail, triggering an explosion.
You can also build racks to hold rocks on the sides of the stove, in addition to the top. This allows you to put additional rocks on the stove, increasing the volume and the surface area of rock exposed to air.
Wet Saunas
Although wet saunas require the same type of rock as dry saunas, you need to keep a number of things in mind when building a wet sauna's rock-holding system. The primary thing to realize is that some of the water you pour on the rocks drips down through them. Use a solid bottomed pan with sides tall enough to prevent water from reaching the gas stove. If you build a rack with rocks down the side, in addition to the top rack, use solid metal to channel any water that drips down from the upper rocks to the rocks on the side of the stove.