Just be comfortable with it and have fun if that is the way you like it! We do have a sauna, but I always use the sauna either in just my boxers or completely wrapped in a towel. I have and they because no one was oggleing other privates. Today, kids boss their parents around and are never "told" to do anything, so when kids resisted showering in PE, mommy marched in to school and demanded that they wouldn't have to. At least wear a towel or put your underwear on.