You can try using the iron on brown paper bag method. You simply put a single layer of brown paper over the stain and iron it using a low heat. The heat melts the wax and the paper absorbs it. Change the paper as it becomes saturated with the wax. It takes some time and patience but I used it successfully on a large candle spill. Make sure to chip away as much of the wax as possible before you start and be careful not to burn your rug. You might want to test a hidden spot before you go to work on the stain. Good luck.