Our Scripture reading today is Jude 22-23.
Verse 23, "And others save with fear, pulling them out of the fire; hating even the garment spotted by the flesh."
The compassion Jude speaks of in verse 22 will lead us to action.  If we truly care about helping people who are heading down the wrong path, we will be proactive.  The challenge being given in these verses is in relation to our brothers and sisters in Christ.  It is our duty to humbly admonish them when we see they are making choices that are leading them away from the Lord.  At the same time, we are to be diligent to not allow pride to swell up in us as if we are better than the individual we are "pulling" away from the world.
Another verse of Scripture that comes to mind is Galatians 6:1, "Brethren, if a man be overtaken in a fault, ye which are spiritual, restore such an one in the spirit of meekness; considering thyself, lest thou also be tempted."  Something we should be regularly praying for is compassion and humility.  When a church is filled with people who are humble and compassionate, She will look more like Jesus Christ!