I have not tried this, but the iphone Remote apps only says it needs to be on the same wireless networks. So, assuming from your post that you have a Mac and an iphone.
If so, then you can try creating an "ad hoc" or "computer-to-computer" network. The easiest way to do this will be to go to your Airport icon in the Menu bar (looks like a baseball field), right click it and near the bottom it will say "Create Network".
For some reason I misread your post??? I tested this on my iMac and iPhone.
Using Create Network like you did, did not work for me. The Remote app said that it couldn't find my iMac.
However, I went into my iMac network settings and set my IP Address to 192.168.10.1 and my Subnet Mask to 255.255.255.1, then did the same on my iPhone but used 192.168.10.2 and viola, the Remote app connected.
So even though creating the network and connecting to it, the iPhone Remote app must assume the two must be on the same sub-net. (Just a guess)