Well the only way you can try is to take some warm water dip your sheet in that. You can use bleach that cleans clothes for getting rids of stains and if it does not work then stain remove can help you to get rid of such stains easily.
You don't say what color they are...which is helpful to know. If they are white, bleach them in the wash. If they are color, use color safe bleach and borax.
Have you never heard of washing your sheets - just wash them and they will go. Jeez