Here are ways to safely remove the wax from different surfaces.
On carpets – Cover the wax with brown paper and press a medium-hot iron repeatedly on top, until the wax has been absorbed. Take care not to scorch the carpet
On the table – use hairdryer to soften the wax so that it can be eased off without further damage.
On fabrics – freeze the wax with ice cubes, then crack off the frozen pieces. Place paper on either side of the garment and iron it to melt remaining wax. Treat any remaining stain with dry cleaning fluid.
Here’s a short youtube clip demonstrating these techniques.
Removing Carpet Stains & Spots : How to Get Candle Wax Out of Your Carpet & Other Fabrics