We play with play-dough a lot, it's an activity I enjoy as well as my 2 and 4 year old. The only down side to play-dough is it can be messy. We usually just have to wipe up the table and pick up some pieces from the tile floor but occasionally it makes its way to the carpet. We have learned a few things in our efforts to remove it.
The best way to get play-dough out of the carpet is:
1-Dab up as much as you can using play-dough.
2-Allow the rest to dry, this will take a couple hours. (This is what's hard for me, I don't want to leave it.)
3-Using a flat object (spoon or knife works great) scrape the big pieces out of the carpet.
4-Use a stiff brush and brush out the rest.
5-Vacuum up the remains.