Getting a visa to visit Shenzhen for a day from HK.

I am a New Zealander, will be spending two weeks in HK on holiday with my family but would like to visit Window of The World in Shenzhen. The cost of getting a tourist type according to our travel people is $180.00 NZ dollar each, which seems very expensive for a day visit. Can you get a VOA at the boarder, has I have been told that you can. and its only around $10.00 US dollars ?

Many Thanks

Andrew