multiple entry - non immigrant B visa (Phuket)

Dear all
I have come into Thailand with a single entry B visa and
obtained a work permit. Back in Belgium I was told by the embassy that I could easily get a multiple entry visa in Thailand. Now it seems I need to go for a visa run to Penang. Has anyone else experienced the same?
Unfortunately I do not qualify for a one year extension.

Thanks for the information!
Regards,
Evi