You can do something like this image below. Basically, you get some ducting from a hardware store (shouldn't cost too much) and then re-route your computer's exhaust  fan to go straight out the window instead of blowing the hot air into the small room. 

![Ducting to blow computer's hot air straight out the window][1]


  [1]: https://i.sstatic.net/kLcTd.jpg