Most Spots: Avoid high residue spotters like resolve.
Grease or oils: For greasy spots, apply rubbing alcohol to a cloth and gently dab the spot. Never pour it directly on your carpet.
Wax: Melt the wax onto a paper bag with a steam iron. Place the paper bag over the wax. Do not allow the iron to directly touch the carpet.
Disclaimer: Use the techniques in this post at your own risk. If you feel unsure about removing the stain, call a professional right away to prevent damage.