Also local bus 19 goes to the town centre, as the one on the above goes to the coach station.
Recommend a trawl through the info at Andalucia.com as it has a stack of info on the region inc accommodation, guides etc. and a forum if you need specific local answer to a query which tends to get a quick response to requests.
Catch the train from the airport to Fuengirola, thats the last stop, then go outside the station and at the back is the bus station, here you get on the Marbella bus, it's easy and cheap, about 8 euro.