Actually, I have found quite the opposite to be true of what many are saying here. A cigar smokes as cool as you want it to, period. If you are sucking down a Puros Indios Cheif (18 X 68) then it will burn hot. The problem with the smoke you had is that it is way too mild.
Bump up a strength category to the Hoyo de Monterrey Excalibur line. Find a size that you feel comfortable with (I suggest the #3) and buy one in natural and one in maduro. Make sure that as you smoke it no glowing red cone develops in the center--that means you are smoking to fast. This is a relaxing hobby, not a race. For a beginner, anything bigger than a lonsdale will just annoy you.
Conversely, when I started, I began with big ring gauge cigars, typically 7 x 52 or bigger. However, after 10 years of smoking everything under the sun, my favorite sizes are: coronas, marevas, Delicados/Laguito #1, and dalias among parejos and campanas among figurados. Many, if not most, connoisseurs that I know smoke these sizes or similar sizes, of which all are small ring gauges (except the figurado).
Experimentation is the only thing that will get you anywhere in cigars. Take what your local tobacconist says with a grain of salt, what ever you do. They are typically the most uniformed people in the world of cigars (besides company reps). Visit www.cigarfamily.com, which is another great bulletin board that is full of good information. But be careful, they are not as docile as the guys over here.