I want to transfer an audiobook and a movie from my MacBook Pro to my iPhone 4S, and can't figure out how. I went to "Help" and it said after connecting the two devices I should "Click Apps," but I can't find anything labeled "Apps" to click. Help?!!

If you have iTunes 11 on your Mac then you can enable the left-hand sidebar via option-command-S, that might make it easier to navigate.

Connect the phone to your Mac and select it on that left-hand sidebar, and on the right-hand side of the screen there should be a series of tabs which you can use to select what to sync to the phone. If it's an audiobook then it should appear on the Books tab for selecting/syncing, and films will be on the Movies tab. When you've got the audiobook on your phone you should get an Audiobooks option in the Music app (you might need to tap the '...' tab at the bottom of the Music app to see it).