Read the guides on this site (links on the right). Wax actually prevents your hair from dreading.
Since your dreads are already falling apart, it's best to comb them out so you can properly get all the wax out of your hair. Once it's totally clean, you can re-dread, either by backcombing again or just going natural and letting them knot up by themselves.
I can tell you from experience that clean hair with NO wax or products dreads up 10x faster than with wax. It sounds like maybe your hairdresser friend doesn't understand how dreads form -- hair needs to move around freely in order to tangle up, and it can't do that when it's coated with wax.
Hope that helps!
at first i thought you meant they were falling off your head, i was like
O_o wth but yes, the wax is bad, don't use it,
DO keep going to the beach, it is the best thing you can do for your locks,
your hair type (if im imaging it like some friends of mine since you have no picture) is a hair type that takes awhile to lock up,