1. Get Bluetooth subsystem working. Your bluetooth phone should be paired already.
If You use IR connection, IrDA service should be configured and Your phone should be visible in output of irdadump utility.
If You plans to use cable connection, then plug-in the cable.
2. Compile and install anyRemote.
Type the following:
configure make su -c "make install"
3. anyRemote could be used in two different manners:
Ubuntu users could find another good externally-maintained description of setup process here.