No matter what your opinion of the ISS, you have to ask...

The heat you are experiencing is due to the kinetic energy in the molecules of your system. This vibrational energy of your molecules is what emits Infrared EM radiation and allows people to see you with an infrared camera etc. If you were in the Exosphere for instance, you would be in direct solar radiation which would excite and vibrate the molecules in your spacecraft. Without the shielding of the Earth's magnetic field, or the atmosphere, whilst on the daylight side of the Earth you would heat up based on the surface area exposed to that radiation. Because there is no atmosphere you would only be able to radiate heat away, so you would heat up to a very high temperature until your radiation emission equalled the incoming radiation energy hitting your surface from the Sun. At night you would be very cold as nothing would stop all the energy being radiated away. This is why the ISS uses liquids pumped around to cool it at daytime and then to warm it at night. The ISS travels at 7Km/s and so the day is only roughly 90 minutes, so they don't cook.

Now this all sounds perfectly reasonable, but it doesn't explain what is happening in the videos below.