These are the wax melts I made from old candles, or this could be done with candle wax that you can buy. :)
Find an old tin and remove all it's wrappings, for mine I used a can and cut the top off since we didn't have any tins. Pinch the sides of the tin to form a point as seen in the picture, this makes it easier to pour with later.
Fill a medium sized pan with some water (no more than the hight of your tin) and set it to boil. Add the wax to the tin and place this in the boiling water. Make sure none of the water gets into your tin as the tin may move about. Please don't leave the project unattended at this stage.
Once all the wax is melted, turn off the heat to your pan and remove the tin from the pan. Add about 10 drops of fragrance oil to your mixture and stir. For mine I used lavender, but there are many different oils you can find.
Pour the mixture into a muffin tin, I covered the base of each segment to make small melts, but putting the wax in any shaped container will work too as long as it's heat resistant.
Leave the wax to cool (either on the side or in the fridge.) This shouldn't take long. Then remove the melts from the tray. If you're having trouble with this then put the container in the freezer for 10 minutes and try again.
Your wax melts are ready to use!
Pop one in the top of an oil burner and smell the wonderful fragrance.