How can I apply a china tour visa while I am living in hongkong?

I was born in china .It's my first time apply a china tour visa after I obtained a US passport in December 2012 . Then I flew back hongkong, I am temporary resident here for a few years . When I tried applying for a visa in Hong Kong I was told I had to apply with the Chicago China Consulate. Then I sent my 2 passport with application forms to Chicago through a service in Chicago my application was not processed because I am out of the US and while I am in hongkong. How can I get a China visa? Do I have to be in the US when I apply? If I am in another state in April can I send my application(through agent) to China Consulate in Chicago then and get it?Or Since I am living in hongkong only 50minuts away by train to shenzhen do I have to book a airline ticket?