From the airport follow signs to Algeciras
(it's opposite Gibraltar - so it's in the right direction)
At busy times it's best to take the autopista AP-7  and pay the tolls.
At Estepona turn back up the coast towards San Pedro and Marbella.(N340 / A7)
At Km 162,5 take the "cambio de sentido" (change of direction)  towards Selwo Park.
Turn right at the first roundabout up the hill.
You will see signs for La Resina andSunset Golf.