I've left this a bit late, but I've been really busy the last week or so. Half of Spain is on holiday right now and the other half have been in to my office!
I assume you are in Torremolinos for a few days, Scots lass, so why don't you go into the city centre one day for around one thirty to two in the afternoon. Get off the train at the end of the line, which is one stop after the central station and it's then a five minute walk to Calle Larios (follow the crowds) where the action is centered. Go into the the side streets of the old town and you will find outdoor bars set up and everyone drinking, eating and dancing. Hundreds of finely dressed horsemen and women show off in the streets too, which are closed to traffic. It's very hot, but they stretch huge canopies across the width of the streets offering a bit of shade.
It will be too much to take in the nightly festivities afterwards at the fairground, because that won't get going until 11pm or more, so make a night of it a few days later. They are two different aspects completely of the feria and you should take in both. If you go to the Real, where the nightly action takes place, there are buses direct from Torremolinos (Portillo is the name of the company) or get a taxi from the railway station or bus station, as taxis are really cheap and convenient.
Have a lot of fun! If you see the clumsy looking foreigner, whi has forgotten most of the sevillana movements, say hello to me!