What model control do you have? The installed control may not have/offer temperature control of your steam shower. Your options are to update your system with a new control which provides temperature control or to get creative...
You could try turning the system off for a few minutes during your steam shower to let the room cool a bit. Another great option is to introduce cooler water into the environment. This will not only help cool the room a bit, but will thicken the fog many steam bathers love so much.
Read more about Steam Shower Controls
or speak to a Steam Bath Specialist
who can help you update your system.