Are there any risks to either the mother or baby from using a sauna or steam room while pregnant? I know it's bad to stay for long periods in there, but what about short stays like 5 minutes, once a week?
You should discuss this with your health care provider. How dangerous a sauna may be depends on whether there are other risk factors in your pregnancy (such as hypertension).
In general, anything that raises your body temperature to fever levels has the possibility of harming your child, so if you do use a sauna, the thermostat and humidity levels should be kept pretty low. See Hot Tubs and Saunas During Pregnancy for more info.