Volatile impregnated substrates, such as wicks and mats, that can be used in a dispensing device that uses a heat source or otherwise uses active means to promote the release of the volatile material from the substrate are disclosed. The preferred substrate has a structure including sand particles adhered together by a binder to form a network of pores and passages. The binder is selected from thermoset polymeric materials and mixtures thereof. A volatile material is disposed in the pores before the substrate is installed in the dispensing device. The impregnated substrate is positioned in the dispensing device on or near the heat source of the dispensing device. The heat source is activated thereby elevating the temperature of the substrate such that volatile material is released from the pores. In one embodiment, the sand particles comprise silica sand and the binder is a cured novolac resin.