From Malaga, take commuter train to Fuengirola. From the station take the bus to the Shopping Center.
The train departs from Malaga and stops at two stations in Fuengirola: Los Boliches and Fuengirola. Once you are at the station, you can get the bus to the shopping centre. You can take lines 1 or 4, and it will only take you 3 minutes to reach the bus stop.
Urban Transport of Fuengirola Website