Joe,
Red Rx is applied to the stain and then a damp terry towel is folded and placed on top. You iron the towel which heats it up and creates a steam chamber under the towel. I beleive that some dyes are released at these high temps and you can get dye stains to shift from the carpet into the towel. On the occasions I have used this method it has had very mixed results, but it is worth knowing about.
Remember that some carpet dyes will also be released at high temps so tread carefully.
I don't think a steam gun would help in any way with red rx?.
Nigel