If the material is washable - and preferably if you haven't already washed it - sprinkle it liberally with talcum powder, leave it overnight, then shake off the excess and wash as usual. It's worked for me, hope it does for you too.
try covering stain with brown paper then press a hot iron on top of paper (the paper should absorb most of the oil) repeat a few times with clean brown paper. I've used this method a few times so its worth a try! Good luck!