And you cannot buy visa on the border - you still have to Enter Laos get the Laos Visa on Arrival - turn around - come back to Thailand - enter and get a 14 day Exempt Entry (or it may be a Visa on Arrival) for you.
Anyone can go to the Thai Embassy in Laos. and apply for a Single Entry Tourist Visa good for 60 days (term of 90 days) that can be Extended inside Thailand for another 30 days.
But to enter Laos you must buy a Visa on Arrival to get into Laos.