How long has it been since it was painted? Depending on which opinion you choose to accept, you should wait a few weeks to three months before waxing new paint. I think it really depends on the paint system used. The body shop could provide good information. Barring that, just find out what they used and check with the paint manufacturer.
If the road grime won't come off with normal car wash/water then ask the shop or manufacturer. I'd suspect the grime is oil based. Bug and tar remover, WD-40, goo gone, even peanut butter or simular products should work. Basic idea - like dissolves like. Oil dissolves oil. I would exercise care with new paint tho.

dave and xtoy - mostly old paint