Don't overdo it
1. Go early or late
Don't exercise in the heat of the day. Either go early in the morning or later in the evening when temperatures aren't as hot.
2. Use sunscreen
Remember if you're outside for longer than 20 minutes at a time wear sunscreen, preferably sweat-proof.
3. Drink plenty of water
Bring plenty of water with you if you're exercising outside. Also, store water in shade so that it doesn't get too hot while you're working out.
4. Cold towels
If you feel overheated, wrap a cold towel around your neck, wrists and/or ankles to cool off.
5. Don't over do it
If you're exercising outside pay attention to your body. When you start getting overheated take a break.