If the wax is not strong enough to hold your mustache, try some got-2-b-glued hair spiking gel. It is stiff, but it hold when wax doesn't. Once it gets more length, the wax may work for you.

My Beard Journey:  http://jefffsbeardboard.yuku.com/topic/25137/Finally-I-have-a-Beard
Beard and Bald Thread:  http://jefffsbeardboard.yuku.com/topic/27831/Beard-bald-head-shaved-head-or-buzzcut
Patchy Beard Success Stories:  http://jefffsbeardboard.yuku.com/topic/33742/Patchy-Beard-success-stories-Before-and-After-photos#.ViujbH7nuM8
Taming the Wild Mustache:  http://jefffsbeardboard.yuku.com/topic/30822/Taming-the-Wild-Stache#.Vj_Mh7erTIU