Hie, I am from Malaysia and we are going to Hong Kong from Oct 30-Nov 6 2010. We plan to visit Macau and also Shenzhen as day trip.

Do we need a visa to get to Macau? If yes, how and where to apply for it?
And do we need a visa to go to Shenzhen? If yes, how and where to apply for it?

We only plan to go to WOW in Shenzhen as it is only a day trip. We plan to get there by MTR from HKG. Understand that I need to take east rail line from Hung Hom Station to Lo Wu Station. From there, how to get to Luo Hu station? Is Lo Wu station and Luo Hu station connected?

And once we get to Luo Hu station, I need to get off at Shijiezhichuang (Window of the World) station, am i right?

Since we cannot read Chinese, is it still easy to take MTR and go to WOW by ourselves? Are there English reading signs in Shenzhen's Metro?

Appreciate all your advice.