Hi Bernie, welcome to the Forum.
You will need to fully exit and re-enter Thailand. Thus, after exiting Thailand you will need to enter Laos (obtain a Lao visa on arrival $35) and then exit Laos and return to Thailand. You could combine this with a couple of days stay in Laos if you wish.
No documents required other than your passport, and a photo for your Lao Visa on arrival (plus a pen would be useful).
