I am in China on an L visa would like to convert to Z is it possible?

I have signed a contract with an agency and am working with an L visa.They tell me that they can convert it to a Z visa for 6000rmb.That just seems like alot of money.I have 20 days left on the L visa is it possible?Should I just use my return flight back to the US and get it there myself?If I do how do I get the paper work that I need?
Also they are paying me 4000rmb but the company I work at is paying them 6500rmb.The company has told me they will get my Z visa for free.But I would have to buy out my contract from the agency for 4000rmb to be free of them.I feel like I may have got myself in a mess.If I just walked away from the agency and went to work directly with the company would that cause a problem with my possible Z visa?