Steam generally is good for sinuses, but if you see an increase in infections after being in the steam room, maybe it's time to get steam to your sinuses another way. You can buy portable steam machines for use at home, or you can rig up a steam inhalation tent in your kitchen. Just bring a pot of water to boil on the stove, then stand over it with a towel draped over your head (keep the towel away from any flame). Breathe in the steam through your nose. To make steaming more soothing, add a little sage and eucalyptus, alone or in combination. Eucalyptus is also antibacterial. Add a small handful of whole leaves or a teaspoon of the essential oils to the boiling water. You can find these products at herb shops or health food stores.
To cut down on sinus problems, I also recommend eliminating milk and all milk products from your diet. Many people should see a dramatic improvement in their sinus condition after about two months. Another strategy you can try for frequent sinus problems is a nasal douche with salt water several times a day. In addition, you may want to take the Chinese herb astragalus as a daily immune-boosting tonic, and consider trying cranial osteopathy, which involves gentle hands-on pressure to the head and elsewhere to help improve the circulation of fluids in the head.
As far as steam rooms are concerned, the problems you've been having may be due to molds in the air, which could be a factor if your sinus problems are related to a mold allergy. Another possibility is that you're reacting to irritating fumes from the cleansers or disinfectants used in the steam rooms. I've noticed that some public steam rooms don't smell very good, possibly as a result of insufficient cleaning and disinfection.
If you've been using the same steam room, I suggest you try another one to see if it causes the same problems. If so, and if you want the benefits of steam for your sinuses, you'll be better off getting them at home. Don't worry that you'll be losing out on any health benefits by forgoing steam rooms. The main one is relaxation, which is available to you in many other ways.
Andrew Weil, M.D.