Ouch, I'm so sorry.
No wax or wax-like products should ever go in your hair. I actually lost about 1/2 of my hair when I had myfirstset due to wax. The wax stopped any air flow from reaching my scalp and the inside of my locks, that they turned into a mushy swamp and my hair litteraly melted off my scalp.
Dawn dish soap is great for removing wax. Just get a big bowl or bucket of very warm water. Not scalding, though. And squirt a very generous amount of soap in it. Then dip each lock in and work the soap into it with your hands. Spend about a minute or 2 on each lock. Then do your normal wash. You'll probably have to do this at least 3 times a week for a month to make sure all of the wax is out. Before each of your normal washes, use the Dish soap. Don't just use the soap and rinse it out. Washnormallyafterwards. it's very hard to tell if it's gone from the inner layers of your hair. So do it more than you think you have to. It won't hurt your locks. But leaving the wax in will destroy them.
There is also a product from dreadlockshampoo.com that has gotten great reviews for getting rid of wax. I'm not sure how to use it, though. Ask Eagle. I'm sure he knows more about it