How well did the Mr. Clean eraser work on getting crayon out of the carpet? I'm a sales rep for a carpet company and I've never heard of that method (of course, those erasers are pretty new). I have to remember to call someone about that.
The hint from Heloise about using a hot iron and a damp cloth sounds like a good one. I'm not sure about the WD-40 idea, though. It might not hurt the carpet fiber, but I'd be afraid of it having an effect on the backing and causing it to delaminate.