@Daniele **********
, the appeals process on a denial of entry takes 3 working days, SO if you want to sit in lock up at the airport while you file an appeal and it winds its way thru the system you can. Most people sign the paper right when they're denied entry and that means you're done, you are not allowed in and you're going to be sent out
the denial of entry stamp usually says ไม่มีปัจจัยยังชีพ <- "no visible means of support" (and they put that even IF you had the proof of funds) but I saw a recent one that said that and also had english written on it saying "Visa Runner" 😮
At land borders there usually is no appeals process you just get turned around and sent back to the country you just stamped out of.
Being denied entry doesn't mean you can't go to a different border, or fly into a different airport and try to enter again, it just means that try to enter failed. It's not a deporting <- because to be deported you have to stamp IN to thailand 😛 ) it's just you didn't get in on that try 😉