For those concerned about the wicks in the candles they have already purchased you can check out this Snopes article. Chances are yours are safe. Towards the bottom of the article they provide an easy way to test the wicks to see if they do have lead. snopes.com: Lead in Candle Wicks
They recommend rubbing the wick against a white piece of paper. If it leaves a light grey mark your wick has lead. If not you're OK. This of course only applies if you see that the core of your wick does have a silvery strand in it (which does mean you have a metal core wick) but most are zinc.