First things first boarder ..... welcome to FSM.
As Hoser has already said, what you are looing for is an artist's chalk. Michaels or any other of the large arts & crafts stores will carry these. You can buy them in singles or in packages. The first one I bought was the package of earth tones which will have 8 or more different colours ranging from black through brown and into greens and reds, all of which come in handy as your collection grows.
As far as usage goes, first I grind the pastels down to a dust using a piece of course sandpaper. I then apply it straight to the model using a small stencil brush. I scrub it into nooks and crannies and then dust the entire model. This is the last stage of weathering for me.
Whoever told you not to use the wax pastels was right on the money. Really just a glorified crayon.
Be sure you buy pastel chalks
Happy Modelling and God Bless
Robert