Bring the shovel inside and clean it of any grime, dirt or road salt. Dry it thoroughly. The wax will not stick to a dirty shovel. Also, bringing the shovel into the warm house will help keep the wax from hardening too soon and give you a comfortable place to work.
Fold a soft cloth to a comfortable thickness and coat one side with car wax or floor wax. Rub this with smooth, even movements up and down the inside of the shovel blade. Smooth out clumps and blobs of wax, applying an even coat.
Flip the shovel over and apply more wax to the back. Again, make sure the coat is even and there are no wax blobs or bare spots. Coat the sides and edges of the shovel, as well.
Apply candle wax, if you have no floor or car wax, by rubbing the candle up and down the shovel's blade. Heat the candle very slightly first by holding it over a hot stove burner. The goal is to soften the candle, not make it drip.
Rub the candle in smooth, even strokes all over the blade. It may take a while to get an even coat of wax from a candle. Be patient; it will be worth the work this non-stick coating will save you.