Well, sweating won't help you lose more weight, unfortunately. ;) That's just your body trying to cool itself, which isn't related to h ow many calories you're burning.
However, it can certainly help you feel better! (It does me, at least.)
One thing that may help is walking earlier in the day, or later in the evening. I often walk at night with my dog (though many people aren't comfortable with that, I don't mind) in the heat of summer.
Getting up before it starts getting hot is what most people do to beat the heat. Some tricks:
1) WEar a hat! IT helps keep the sun out of your eyes, and if your head is cooler, you'll feel better overall.
2) Don't forget sunscreen! Sunburn makes it worse!
3) Keep lots of ICE water. Helps you stay hydrated, cools from t he inside out.
4) Find a water-based exercise. Local pools are great ways to stay cool, and get exercise!