A few ideas...

1. Instead of a cold shower, actually take a hot one. The ambient air will then feel cooler when you step out.
2. Place bags of frozen food or ice cold tins of pop on your wrists and hold for as long as you can allowing your circulation to move about.
3. I throw some ice in a bag, cover it with a wet towel and place on the back of my neck; and
4. face any fan so it is blowing out/towards the window. This sucks out the hot air instead of blowing it in across you.