The first half of a session is usually spent relaxing as the infrared heat begins to infiltrate your body. Within the first half hour, you will experience pain alleviation.
As soon as your core temperature reaches 100.5°, your heart rate will accelerate and you will begin to perspire heavily. When you are not feeling comfortable with something, this is the time when all of the benefits really start to begin.
It is also possible to reach that stage earlier in your session for a variety of reasons, such as on a particularly hot day or following a workout. It is then up to you to decide how long you desire to remain in the session if this is indeed the situation. Your benefits will be larger the longer your session lasts, though.