Do they just have stains on or does the whole rug need to be cleaned? I have a wool rug (probably not Persian!) which a friend got me from the middle east and I have found baby wipes are great at getting stains off. Have never tried to clean the whole thing though [slattern emoticon]
We inherited a couple from my MIL and she said we should make up a warm solution of mild pure soap and wipe it over, small area at a time, with a well wrung out cloth. Once you've been over them with the soapy solution then repeat with clear water. She also said best done in summer so they can dry in the sun - but I'm sure if you turned up the heating they would be fine.
Spidermama - don't put very much soap in - just enough to be able to help get rid of any grease, there shouldn't be soapsuds on the mat as you work your way round it. If the creamy bits are very dirty you might have to go over them twice - but it's amazing how the dirt comes off. Squeeze the cloth out in the soapy water after each section. Good luck!