No idea what cleanser you used to stain the carpet....but the first line of defense is water...soak that spot and blot and blot with paper towel....place a dry towel over the spot and step on it....put dry paper down and repeat until the paper stays dry when you step on it.
Then try to figure out what the yellow stain is.
Linda C

Take it to a PROFESSIONAL cleaner who specializes in Oriental rugs. Take the bottle of whatever you used with you and let them know you used it.

I used oxiclean which should not be used for wool. I believe that that is what has caused the permanent stain.

Oxiclean shouldn't hurt the wool at all....
Did you blot all the urine up before you used the oxyclean?....if not....wet the spot and blot blot blot....
Another possibiklity, if it is an antique Oriental, made before 1940, it may be vegetable dye and it may have run...the colors bled.
Try wetting it with water and blotting....water can't hurt a wool rug. If it is a newer rug....and especially if it is a machine made rug water certainly won't hurt it.
Linda C

I will try the water, water, water approach. The rug is not old and not hand done. I am afraid that the wool had turned yellow as there is nothing that comes off anymore when I blot. I will try again and let you know.

I'd take it to a professional at this point.

I read somewhere that urine and vomit contain acids.In order to keep them from eating the carpet ,they need to be dealt with immediately.First line of defense is to blot.The second is to neutralize with either a solution of ammonia and water(ammonia changes the chemical in the urine or vomit so that it stops eating the carpet )or a cleaner made for pet mistakes that contains something to neutralize the acids.Sometimes if too much time elapses between an accident and the cleanup,the carpet won't lose the stain.Good luck.