There are personal difference in tolerance to heat (I suffer in the heat more than many) but some of it is acclimation. You may need to spend some shorter periods of time in the heat not exercising before you spend long periods of the time exercising.
I recommend googling for "Bikram Yoga heat exhaustion" and reading articles like this:
Yoga Journal - Yoga Asana Columns - Facing the Heat
That make suggestions on how to handle the heat. Heat exhaustion is a serious matter, so if you need to get out and cool down, do so.
(Personally, exercising in those temperatures would be my ideal of hell, but some people really love it.)