easy one... had to do it MANY times (i'm a tard when it comes to candles)
old towel you don't ever plan on using...
iron... like what you iron your clothes with
put towel over the area... heat the iron and set iron on the towel... it'll wick it up into the towel...
move towel as it absorbs in one spot to another spot... works like a champ... however the color might be an issue (red candel color in light carpet never came out from just the towel/iron method but it did remove the wax itself :)
of corse that was before i did carpet cleaning stuff... but that'll remove the heavy wax
Some of the newer scented candles are a soft wax that can be removed by scraping and some citrusolve, then rinsed and extracted.
As far as the heat and towel method. I have found that if you keep the wax area wet with citrasolve while heating, I have a better success rate or removing the color. I think the melted wax is further broken down or liquified by the citrusolve and can be flushed out easier. This does require an extractor of some sort. Any citrus product must be thouroghly rinsed.
I use another citrus-based product called Goo-Gone. I think it's sold nationally. Break up as much of the hard wax as you can, using something like a bone scraper, a butter knife, or even a key. If using a key, make sure you don't grab some fibers and pull them loose. Vacuum up the loosened dry pieces. Then use Goo-Gone, either on a cloth or applied directly to the wax. to remove the rest of it. If you apply the Goo-Gone directly to the carpet, make sure you scour out the area with a wet pad when you're finished to remove the residue. Oily residue will quickly attract soil. If red color remains, try using a red stain remover to remove the dye.