Hopefully the wax is not colored. If it is, I don't know how this will work out...
Get yourself a paper bag or two from the grocery store. Cut them into a little bigger than stain-sized pieces.
Lay the paper bag piece over the stain and use an iron on the lowest setting to warm it. The paper bag will absorb the wax. It will take a few pieces of paper bag to get the thing up.
Tried this and it works:
Boil some water and pour it onto the wax.
Use a heavy towel and press down the spot to absorb the moisture. Careful not to burn yourself.
Matt suggested the best way I know which is the plain brown paper bag cut into squares and an clothes iron on low. It worked wonders when my wife dumped a candle on the carpet and on my speaker grill.