... when coming from the West that you purchase an entry chip at the immigration desk. There's a posted list of casinos and all one needs to do is simply point to the casino(s) on the list that you wish to visit; pays your 10-bucks for each entry; gets your passport stampped... and your're free to move on. If you decide to leave the area the way you entered, the chip(s) is your property to take out of the country. Otherwise, if you continue east you need to go to the redemption desk at the border for your refund. You cannot use the same chip for re-entry after 24-hours (unless you gets your hand stampped).

John Z. can explain more about the proper shoes requirement when you enter Moskva.
JB