You will need to light it first. The wax must be liquid in order for this to work.
As the wax begins to melt, wait until a pool gathers beneath the wick.
If you have a long, narrow candle, wait until the pointed tip becomes more flat, then put the candle out.
Pour a small amount of table salt into the melted wax around the wick. You will need to do this quickly so that the salt can mix in with the wax, and won't just sit on the surface.
Light your candle again and you will notice that the rate at which the candle burns will be significantly longer.