When I first saw the thread title, I thought it meant you have a really fit chemistry teacher.
Haha, I heard the opposite one, which says that Theresa says it'll be a cold day in hell etc. and "since I still have not had sexual relations with her, hell must be exothermic".
Your version of the joke is wrong since if hell is cold, it's endothermic, drawing in all the heat from around it i.e. making it cold. In other words if the guy has slept with Theresa, he should be concluding that hell is endothermic - i.e. cold day in hell.