Humid air will not cause a problem. Throwing a bucket of cold water on your red hot light will cause your bulb to burst, but if that much water hits your light, thats just the start of your problems. For ease of controlling your plants environment, it is best to use one fan to cool your light and another to exhaust your room. However I have seen very nice setups where the fan that cools the light is just sucking air from the room over the bulb and out of the grow room. It depends what you can afford. GL
SP