Turn Down the Heat
You've heard the saying, "If you can't stand the heat, stay out of the kitchen"? Well, hair can't stand the heat -- not much, anyway. Hot water attacks sebum like a dishwasher de-greases a lasagna pan. Dry heat from blow dryers and styling irons delivers marshmallow-roasting temperatures up to 400 degrees Fahrenheit (200 degrees Celsius). Contact between a hot iron and wet hair can cause double-strength burns, combining dry heat with steam. The result can be a dry scalp, cracked cuticles and damaged hair.
The solution, then, is this: Keep hair out of the kitchen. Shampoo with the lukewarm water. Apply a conditioner before using hot hair appliances (dryers, irons) and exercise some control when applying the heat. Use the lowest setting needed -- thicker hair typically takes a higher setting than fine hair, for instance -- lest you fry your hair before styling it.
Did your blow dryer come with a diffuser and a concentrator? Then use them. The diffuser cools and spreads the airflow, and the concentrator directs it only to where it's needed. As a temperature test, try the dryer on your arm. If it's too hot for your skin, it's too hot for your hair.