@Ter***
, and
@Lo***
, nope you can't stamp out of thailand, pretend to go to lao, turn around and then stamp back into thailand. It doesn't matter if you're on a multi-entry visa or not. You have to stamp in&out of another country by a land crossing.
The people at thai passport control will send you to Lao to get a visa and the entry exit stamps.
Believe me you ain't the first people who thought up that idea, and you won't be the last.