Scag makes a great point. Something doesn't sound right if you've only got one (even several) CFLs, and your temperatures are over 100 degrees without a fan. I've been in rooms with three or more 1000W HID's burning bright, and with just a simple (and very inexpensive) air-conditioner and an oscillating fan or two, the temps were constantly in the mid-70s.

Sounds like you have something else that's contributing to your heat problem. CFLs should not be making your room/closet THAT hot.