you can grind it if it is metal, but if its concrete, waxing is the best option, or your deck will grip and you'll cut yourself on your clamp, learnt from experience.
ive used candle wax, but i stick to metal curbs
Definitely don't use surfboard wax as it's sticky and you won't grind anywhere, you'll just stop on whatever you're grinding and (probably) fall off. What you need is skate wax (http://www.outlookskates.com/Wax.htm) all of the major brands make good quality skate wax, or if you don't want to buy some you can make some (http://www.youtube.com/watch?v=uwevosuOrXM)