heat on the right leg. exhaust heat protections??

Hi there,

This is my first post onto this newsgroup, since I have only had my mx-5 nb1
1.8 for two weeks now

I think there is no need to coment all the good things about the car, so I
will go straight to the point:

When I am driving for more than 30', the interior part, close to the
driver's right leg gets hot. It gets so hot that I have to put the AC for a
while, even if it's not hot outside. I guess this will be a 'plus' during
the extreme winter (which is rare around here in Spain!), but it's quite
unconfortable during the rest of the year...

I guess the heat comes from the engine, transmision, or more probable,
exhaust system, which sees to run just at the other side where I am being
baked...

1) Is this a common problem, or I have some heat protections broken?
2) has anybody deal with this problem in an easy and cheap manner?

thank you and regards