This question gets asked quite a lot. There are various things you could try, but it's best to start with a stain remover bar such as Vanish or a powder such as Oxy, as these are specially designed for stains.
If that doesn't shift it, some people have tried hydrogen peroxide, which is drastic and best tried on a small side area first in case it damages the carpet - you may also find it hard to get as some shops apparently aren't selling it any more (it can be dangerous so if you should get it, please be very careful).
Milder, but often effective too, is a solution of (biological only) washing powder - make the solution quite strong and leave it in for a bit. Rinse well afterwards.
If the stain is still there, some people recommend hiring a professional carpet cleaning machine, though this can be expensive.
You can find more tips here.