How do I connect an Arduino to my computer?

I'm new to Arduino so I don't know a lot.

I have this idea for a dumb project and I wanted to know how I can connect an Arduino board to my computer wirelessly to control a servo or two.

I've seen posts talking about using an XBee, however I don't know if I can connect directly to an XBee from my computer without one connected to my computer.

Can someone explain what I need to do this and how to set it up?

(deleted)

Sorry I forgot to mention that I would like to have a wireless connection to the Arduino from my computer. The distance is ~12 feet.
Yes the role of the computer would be to command the servos.

(deleted)

Bluetooth comes to mind.

sterretje:
Bluetooth comes to mind.

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