I did that once with a three wick candle. Fortunately for me, it was vanilla, so it didn't leave a stain in the carpet. This is not the most frugal idea, unless you consider the potential cost of buying new carpet or a throw rug. I took my iron and paper towels and placed the paper towel over the wax and ironed it up. I did that until my paper towels came out clean. I had spilled a lot of it and I did end up getting it all out, but it took me some time. Good luck.
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