I usually warm the jacket on a radiator or throw it in the car with the windows closed on a warm summer day. The jacket needs to be very warm or even hot to let the dressing soak in properly. Don't let your wax cool off either. That's nothing but trouble. Use a small sponge to put it on and a clean cloth to wipe it down and distribute the dressing evenly.
It's a bit like juggling- once you get the hang of it, it's fun. Cheers!