I've done the same thing actually, held my empeg out the drivers side window to cool it down. I'd have the occasional day at work in the summer where I forgot to pull the empeg out of the dash and put it under the seat in the shade. Usually the days I did that, I took the longer parking lot routes to get out, though I still got odd stares from coworkers driving by.

All in the attempt to try and get music before the slow drive home in traffic.