Let's start by connecting to Arduino with a simple RF interface. For this exercise, it will be easiest if you connect your development machine to Arduino with an RF interface and then connect to another Arduino with a similar RF transceiver. There are some very inexpensive modules available at online retailers such as ebay.com, but you will need to be a bit careful and watch what frequency your devices use, as they may violate your country's frequency usage rules. Each country regulates who can use what frequencies. For more information, visit www.wired.com/2010/09/wireless-explainer/. For example, 433 MHz is fine for Europe, but can't be used in the US unless you have the proper amateur radio license. 915 MHz is available in the US but not in Europe. 2.4 GHz is fine in either case, so you might want to go with a transceiver that operates at 2.4 GHz.

The following is an image of a 2.4 GHz device, which is the nRF24L01+ 2.4 GHz wireless transceiver...