The only way to cross the border from Sha Tau Kok is to take the Sha Tau Kok Express. You can get off at Fanling or the terminal in Sheung Shui and transfer to the East Rail Line and get off at Shatin Station. For the return trip, you can get on the East Rail Line at Sha Tin Station and get off at Sheung Shui, then take the Sha Tau Kok Express.