If your dog is showing the first signs of heat exhaustion, rapid breathing, rapid heart rate, the first thing you must do is remove him from the confining area. Nine times out of ten, heat exhaustion occurs while the dog is confined, whether it is in a car, crate, or doghouse.
Take the dog to shade, and soak him with cool water. Do NOT use extremely cold or iced water. This will cause blood vessels to constrict and will stop the heat from escaping.
You can apply ice packs to the areas underneath his front legs, and to the groin area for rapid blood cooling. Give your dog enough water to wet his mouth and throat, but do NOT allow your dog to drink copious amounts!
Take your dog's temperature, this is done anally to get the most accurate reading.
Prepare your dog for transport to the nearest emergency animal clinic.
Do NOT cover your dog, even with a cold towel. This will prevent the heat from escaping.
Do NOT place him back in his crate, but keep him with you, with windows down and air conditioning on high, to allow evaporation which will aid in the cooling process.
Yes, there is also a danger that dog can become too cold. Monitor the temperatures and stop the cooling process as soon as your dog's temperature reads normally again.
Continue on the vet's, your dog is not saved yet!