I haven't read the other responses, so I apologize if this is a repeat..
Anyway, I don't know about how to get the wax out, but if it proves impossible, sometimes you can cut a little square of carpet out of someplace like a closet and cut out a square of carpet around the stain and then just swap them.
About the pillow...very easy! Joann's sells fabric you can put through your printer. It's in the aisle with the other iron on transfers. At the one in Edina, it's way down near the floor so you might have to look carefully to find it. They have it with several different kinds of fabrics. There's usually a 40% off coupon in the Sunday paper, too.