I know its expensive.... but I think your just better off buying a new set... the time it will take you to clean them is not worth it ( in my opinion)
If you want to go this route, you need to use denatured alcohol, which you can find in most hardware stores. The alcohol dries fast enough that rusting is not an issue.

Its better than boiling them (which is really time consuming and has the potential for rust issue). But also realize that you are not going to get that bright new string tone back completely.

The best bet is to look for strings that last longer and clean your strings with a soft cloth after each time you play, which will extended their useful life.