Julianne Pepe took traditional yoga classes for years. When she tried a Bikram hot yoga class, she said she felt lightheaded, fatigued and weak during the class.

"I was completely exhausted, just depleted," she said.

The class she took required heat of at least 105 degrees and about 40 percent humidity.

Dr. Orly Avitzur, with Consumer Reports, suspected Pepe had become dehydrated and was beginning to suffer heat exhaustion.

"While there is little specific research on hot yoga, we do know that exercising in extreme heat can cause a number of uncomfortable and even dangerous symptoms," Avitzur said.

Some warning signs of heat exhaustion and heat stroke are lightheadedness, dizziness, nausea and muscle cramps.

"If you suffer more serious symptoms either during or after class such as unusual weakness, fever, vomiting or confusion, you should go to your nearest emergency room," she said.

Bikram practitioners say the heat and humidity promote health..

"Heat allows you to bend safely and be more flexible," said studio owner Rich Pike. "What sweating does is it eliminates toxins through your sweat."

Pike said he's never had any complaints of heat exhaustion.

Whatever exercise you do, you should stop if your feel pain or heat exhaustion, and drink plenty of water, according to Consumer Reports.