Yes, right now I just use a cotton sheet between me and the Tempurpedic velour mattress cover.
My sheets actually aren't soaked with sweat at all. In fact, the mattress is not terribly hot, it just feels a little warm, like a chair would after someone had "warmed it up" by sitting in it for an hour. It's not really that bad, it's just noticeable given that our house is already hot. (We live in hot and humid Texas in a house that needs better insulation).
Your wool idea sounds interesting. Do you put a cotton sheet above it or sleep directly on the wool layer?
I've thought also about just adding layers of sheets between me and the mattress. I guess the more you add between you and the mattress, the firmer it gets, but I'm actually all for the firmer mattress.