@Sheldon ***************
You'll do it yourself/ agency. First, from Bangkok at the Southern Bus Terminal (Sai Tai Mai), take the bus 81 to Kanchanburi, it'll be 100THB. From Kanchanburi, tell someone you want to go to Phu Nam Ron border, and they'll lead you to a bus that's written in English/Thai/Burmese. It'll be 60THB.
From there, they'll take you to the Phu Nam Ron border. You'll approach the border agent, and ask to do a border hop. He'll stamp you out, and have you wait at an open-air waiting area where there'll be an agent. The agent will take 900THB, your passport, and when there's enough people, you'll cross the border of Thailand and go on a bus.
He'll take you across the border, where you'll get out, look around, shop at the duty free shop, while the agent does stuff in a building. Once he comes back, you'll get back on the bus, and go back to the border.