With all due respect to those that posted using WD40 & silicone: You are best NOT to use those things as they will leave residue that will show up in your finish.
Removal of the shipping grease is best done with a combination of elbow grease and turpentine.
Cabinet shops recommend using paraffin, bees wax or auto PASTE wax for lube and protection against rusting. If you do use car wax, be sure that it doesn't contain any silicone (as most of the liquid waxes do).