Not much to say about this one. I can add as a little info that it is important to send the spirits home (like last strip mentioned, after thanking them) at the end of the sweat lodge part. Respecting the spirits is key, more so in Native American traditions, and there is a time and place to ask for their guidance.
Speaking of which, if you're curious about other Lakota traditions and spirituality, I would recommend the movie Dreamkeeper. It was written and produced by non Native-Americans, but supervised by representatives of the Lakota, and many more tribes, so the movie would remain authentic. I personally enjoyed it many times.