You can also use a cloth diaper with an iron. Place the diaper over the spot and place the iron on top of the diaper while moving it back and forth and then moving the diaper to a clean area of the diaper every few strokes of the iron.
Seems like I had wax on something besides carpet and it did leave a discoloration after I got it off.
They also make a product called "Goof-Off" that is sold at most Lowes stores and it supposed to remove wax. Read the label first before buying it though.