The bus service in my link goes from Fuengirola through Marbella and on towards Estepona (calling at the stops in Sandy's link). There's no need to change buses.
Use TripAdvisor's map search facility to find hotels. You've not told us
exactly where you're going but a quick look at a map shows it must be somewhere around San Pedro de Alcantara:
http://www.tripadvisor.co.uk/LocalMaps-g652103-San_Pedro_de_Alcantara-Area.html
(Deselect 'Restaurants' and 'Things to do', to make the map clearer. Drag the map to show hotels which are outside of the frame).