i want to visit shenzhen for 2 weeks and in the mean time want to go hongkong as it is near it.

Ashim, you need to apply for a single-entry L type permit for mainland China and an entry permit for Hong Kong. To apply for the L type, you should submit your passport, a photocopy of the passport, an application form, a recently-taken bare-headed photo, your friend's invitation letter, itinerary arrangement, a personal statement, and other materials required by the embassy. As for HK entry permit, you should directly send your application materials to the HK Immigration Department. The necessary documents include:
Application form ID 1003A;
Your recent photograph (affixed on page 1 of the form ID 1003A);
Photocopy of your passport;
Photocopy of proof of the your financial standing, e.g. bank statements, savings accounts passbooks, tax receipts, etc. and proof of employment (if any), e.g. company leave letter, salary slips, etc.;
Photocopy of transportation tickets;
Photocopy of proof of the proposed leisure visit to Hong Kong, e.g. receipt of joining a package tour to Hong Kong, itinerary, etc.