you wet the whole pillow case with body temperature water, it shouldnt feel hot or cold to you. then place him inside, and knot it as close to the top as you can.
you can place it inside your cage over the hot spot but i usualy put it on the floor of a room thats not cold and draft free then i sit with him and monitor him for 30-45 min. i watch tv and he will just crawl around u will see him. he cant see anything so he will feel safe and just move about as usual.