Cheese wax is a special formulation and is not the same as paraffin or candle wax. That type of wax is too brittle to be used to coat cheese, as the cheese needs a solid yet flexible covering to keep the air and bacteria out of it and to keep the remaining moisture locked in to help with the maturation process. I received a kilogram of red cheese wax with my kit and it is about $15 per kilo. It should last quite a while, because you can reuse the wax again after you have eaten your cheese. I have even used wax that Ben collected off of his baby belle cheeses!
I find this process relaxing and rewarding knowing that when the cheese matures, it will be mould free and moist as expected.