I know you can connect the Arduino with an IPhone, Because you can download the app "OSC"
The two don't follow. OSC is a protocol for control, you can control OSC stuff to your computer through Wi-Fi into things like processing:-
http://www.thebox.myzen.co.uk/Mac_Apps/Processing.html
But to get an arduino involved you have to get a link from the arduino into your computer, and some software (on the PC) to transfer the serial data from it to the OSC level of your PC.