Steve,
It will be Furniture World on the Industrial Estate at Estepona you are referring to. If you take the exit off the A7 for the Industrial Estate they are on one of the turnings on the left as you head towards the Town.
A little further away, but it is worth going to Los Barrios as well. Anna at Trends Muebles is very helpfull and normally has some good quality stock, had a sale on last week and suspect it would still be on at the moment. There are one or two other furniture stores at Los Barrios as well you could look at. Trends is quite close to the Carrefour supermarket, as you cross over the A7 go straight on at the 1st roundabout, with Carrefour on your right and then turn left at the next roudabout (I think, but might be the 2nd roundabout) into the car park and you will see the store. I know she has supplied quite a few people on DV.
John