Let your body tell you what to do. If the thought of sitting in hot water appeals to you, then by all means go for it. I just got over a mild case of pnemonia (sp?), and it seemed that breathing in the humid spa air soothed my cough for at least a couple hours.
If you have a fever, not sure if immersing yourself in hot water is a good idea, otherwise what could it hurt?
Brewman