Yout transport plan is absolutely fine. Exactly how I would do it, rather than lash out 50 or so euros for a taxi. Torrenueva is just beyond La Cala, and maybe a mile from Calahonda. As La Cala is on your doorstep, much of the information on the link below pretty much applies for you, too.
http://www.calademijas.com/

Thanks Tony ,

Will check out the link for La Cala , with regards to getting the train at the aiport can I just ask am I right in thinking we have to actually leave the airport to get to the train station ?

nanamaria

That's right. Eminently easy to do as long as you remember to access the walkway to the train, not from the level you are on (Arrivals), but the level above (Departures). These two links should make that process simple.
http://www.gomarbella.com/malagaairporttrains/index.htm
http://benalmadena.homestead.com/airport.html

Thank you so much Tony , this all puts my mind at ease as this is our first time to Spain . Your links have been very helpful and are much apreciated.

nanamaria

Just returned from Torrenueva after a very relaxing 5 days . No problems getting the train from the airport , then taxi from Fuengerola to our apartment . Great apartment in a very nice ,secure and well kept complex ( los flamingos ). Had a lovely time relaxing by the pool and on the beach.
Malaga airport on the return journey was a different matter all together . Easyjet check-in process is laughable but we will know for again how the system works !
Thank you Tony for all the info provided prior to our break in Spain , sitting at home now looking out at the rain

nanamaria

Delighted your holiday went well, Nanamaria, and that the little knowledge I imparted may have helped along the way. It's raining cats and dogs here in Glasgow today, too, but the countdown has already started to another Costa del Sol adventure next month, and the hope of better days!

We are talking about returning next year as we had such a good time . Hope you have a great break

nanamaria