What you are speaking of is gTummo, pronounced rather like "Dumo" in English. It is something I actually stumbled across as a child, perhaps helped from "the other side." I was in a predicament as a wee one and would have otherwise probably suffered badly from the cold. As it was, my parents came in and were shocked to find that I was hot, and feared I had gotten a fever. In fact, I'd heated up the entire room.
I still use it--it's also quite healing, by the way--from time to time, and have incorporated it into my Reiki practice (which I think might have had its roots in gTummo teachings). It's a good way to stay warm in the winter. 
If you would like to read more about it from people who actually practice gTummo, I suggest you first read "The Bliss of Inner Fire" by Lama Thubten Yeshe, and anything you can find on the Six Yogas of Naropa--the first of which includes the practice of Inner Fire; in other words, the gTummo fires are actually the beginning. But the "Bliss" book is by far the best, and some of my own students have experienced the Fires simply from reading the book. In many, it seems to evoke the process.
I am not sure that Bandler teaches this, as his thing seems to be more along the NLP material. This is not NLP or even hypnosis.
Jeanne
