The point of the hot water treatment is to reshape the wig fibers by heating them and letting them cool in a new shape. Because of this, you want to put it on a styrofoam wig head. The plastic ones will create high and low points and make the wig look lumpy once it's dry. I looked at the wig you linked and it's heat resistant, so if you're set on using water, then it will need to be boiling to be effective.
See me at Vancouver's own Anime Revolution in August 2012!
See me there as Lumpy Space Princess.
Princess Bubblegum-Adventure Time
The Flower Card-Cardcaptor Sakura
Rika Furude(school outfit)-Higurashi No Naku Koro Ni