One other person, a 38-year old woman from New York also died.
The group was taking part in what's described as a spiritual cleansing ceremony.
Investigators have not yet determined causes of death, but they have ruled out carbon monoxide poisoning.
Milwaukee man dies in ''sweat lodge''
October 10, 2009 (PRESCOTT, AZ) 40-year old James Shore of Milwaukee was in the makeshift lodge in Prescott, Arizona when he and 20-other people were overcome and rushed to a hospital.
