IPhone :: Can't Apple Remote To ITunes When Using It As A Personal Hotspot

My AT&T iPhone 4S is set up to be used as Personal Hotspot. So I turn HotSpot on and connect my MacBook Pro to my iPhone's internet just fine.

However, when I open Apple Remote app on the iPhone, it won't connect to iTunes on my MBP. I have set it up at home where both iPhone and MBP are connected to the wireless connection on the Apple Airport. It worked perfectly in that configuration.

I'm in a band that plays weddings and corporate events. During breaks, I use Apple iTunes to DJ tracks. If I can't use Remote, I'm tethered to the stage constantly. This is a big problem. I need the internet connection to buy songs that are requested that I don't already own. And I need to be able to control iTunes remotely for when I'm in the crowd running microphones from one person to another during speeches and such.

Info:
MacBook Pro (15-inch Late 2011), Mac OS X (10.7.3)