Since March 2009 the train crosses the Friendship Bridge from Nong Khai to Laos immigration. I was there earlier, had to go off the train, take a tuk-tuk to the bridge and a free bus to cross it to Laos. Now it's much easier!
The visa fee depends on where you come from. I've seen that it's free for Japanese people. My companion was German and had to pay US$ 20.00. It doesn't take long. When finished a crowd of taxi drivers is waiting for you. Prices are indicated on large (huge!) signs. Fare to Vientiane: 300 Baht per taxi. That's ~US$ 8.50. Already in the train you should start looking for fellow travalers to share the fee.
What the f... !
Driver! Mr. Moron! What are you doing? Why are you driving on the wrong side?
What? They drive on the right side in Laos? Oh, sorry about that 
It's a pity that they don't take care for the beautiful ruins:
Or the largest market:
Hurry, let's go out here!