You can build your frame from standard wall studs such as spruce 2x4s. Even if you are converting an existing room of your house into a sauna, you still usually need to add some framing to your existing walls. Framing in North America usually means spacing the studs 16 inches apart on center (the center of one stud is 16 inches from the center of the next), and since rolls of insulation conform to this standard, it's a good idea to achieve that spacing whenever possible. Although you can use a power drill and three-inch composite deck screws assemble your frame with ease and precision, using more traditional framing nails will give you a stronger structure; for freestanding applications, I'd use nails.
A typical sauna might be framed such that the interior dimensions, after the internal 3/8-inch paneling has been added, will be six feet wide, five feet deep, and 70 inches floor to ceiling (take the tour to learn more about size considerations). Really the fundamental purpose of framing is to create that interior space, so it's good to always keep those final dimensions foremost in your mind as you come up with the frame design.
It's a good idea to use pressure-treated timbers for the sill plate (bottom) of your frame in outdoor applications. However, these timbers are treated with chemicals like arsenic making them dangerous to work with, yielding poison sawdust. A compromise solution is to apply a few coats of asphaltic sealer, of the type normally used on roofs, to the lower surface of the frame. These sealer compounds come in a variety of flavors, but usually there is one formulation designed for wood. These can be water-based, very easy to apply, and they will do a good job repelling the small amounts of moisture that may creep under your structure. Another option might be recycled composite (plastic) studs, so long as you use them only in the lowest areas (where they won't heat up and melt).
When framing the ceiling, consider the direction your interior cedar ceiling will run—if it runs perpendicular from the doorway it will make the room seem larger. This means you have to frame the ceiling parallel to the doorway so that you'll have crossbeams on which to nail the cedar panels. Similarly, you need to have something to nail the ends of each wall and ceiling panel to, so you'll likely need to put in extra studs at the corners.
In designing the frame, you really have to design the whole sauna. This is because the frame is used not only to position the door, but also to support the benches and the heater. These heater and bench supports have to be installed as crossbeams between certain studs at precise positions. Although they will eventually get covered by the cedar lining, the interior bench supports and heater mounting hardware will be screwed through the lining and into those critical crossbeams. Needless to say, this takes a lot of measuring and drawing on scrap paper to figure out what you need to do.
Although it is standard practice to double the studs on either side of a door for added strength, this is less necessary in a sauna because the door is small and the wall is short (of course, doubling the studs can't hurt either). Be sure the "rough in" space for the door is considerably larger than the framed door itself—you want at least an inch of space on either side so you have plenty of wiggle room to true your door.
If you click the picture at right to enlarge it, you can see more or less how the whole thing goes together. It's worthwhile to take the time to select straight studs when picking them out at the lumber yard (not a trivial task at some outlets). Curved or twisted studs can be trouble when framing the edges and corners.
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