Do I have to re-register every time I go to HK? (Shenzhen)

I just rented an apartment today and registered with the local police station. When I was there I asked the clerk if I had to register every time I go to HK. She said "yes". is this really true? I plan on going to HK once or twice a month for entertainment and to attend a support group for a computer program that I use. That would be a major PITA if I had to register each time.