What's the name of this indie kidnapping horror film?

A socially awkward rich guy kidnaps a woman, makes her fall in love with him by convincing her he is obsessed with her (he plays her favorite song which is Under the Bridge by RHCP), and has a trust excercise where a fake police man breaks in and "shoots" him but she decides to stay with him instead of go free. The last shot reveals he is keeping loads of women like this. It was an interesting little twist and I can't recall the name. Thanks!