Hi Stan
I found some information of interest to you (don't get upset Madridman - it was in another forum), regarding your trip. You may wish to visit
http://www.virtualtourist.com/f/p/ec47/ to see the message threads. Here is some of the information you require.
from fuengirola 7:45, 11:00. 14:15, 18:00, *19:45
from La Linea: 7:15, 10:30, 14:15, 17:30, *20:45
* only on sundays
duration 2 hours
phone: 902 143 144
You need to travel to La Linea (its the frontier with Gib).
My advice to you would be to go to the bus station in Fuengirola or the Tourist Information Office and ask there. You should also note that private companies also do organised trips to Gib.
Hope this helps
Robbieroy