You really need to wash it with shampoo because there is no way for you to remove the grease without washing it with water.
How can I ungrease my hair without washing it???
If at all possible try using a dry shampoo, you can find it at Walmart, Walgreens, and CVS for about $5.00. Using baby powder may help some too temporarily, use it sparingly. Sprinkle in the palm of your hands, rub together and sift fingers through your hair.