How to connect iPhone directly to my MacBook

I was trying to use the Remote app on my iPhone to control iTunes on my MacBook. Im not using a wireless connection as I use use a DSL line to connect to the internet.

How to I set up a direct interface between my iPhone and MacBook?

**UPDATE: Ok I THINK I got it working!***

The issue now is when I open iTunes and click on my iPhone I get the the 4 digit code to enter in iTunes to pair them but the code wont enter. I enter the code in the boxes and it just goes blank. Im just entering in the code that is displayed on my iPhone.

If you are creating a wireless network with your Mac for the iPhone to join, I think the device is detected by the Bonjour service but you may need to assign a static IP, as well as the Airport Connection on your Mac in order for them to communicate.