Your talking about your external temperature, your body doesnt really give a crap how hot or cold your skin is its the inside organs its worried about
hence why doctors dont take your temperature by sticking a thermometer on your arm!
I leant all about this in my human bio unit this year, it was bloody boring. Your body detects a rise in temperature, so it sends a message to your brain and your brain then decides that to combat this rise in temperature you will sweat, this cycle goes on and on and you will sweat more and more until your body is satisfied that your temperature has returned to normal. Besides stopping exercise theres nothing you can do to stop the excess sweating.