After some reading it would seem that two things are true.

1. The [Australian embassy site][1] is correct, you CAN extend it, provided you enter on a J tourist visa type.  This has to be done in person at the OINFC.

2. However, the address provided is wrong.  The OINFC moved in 2009, from the location near the Peace Bridge, to out of town, near Chinggis Khan International Airport.

[From Mongolia Travel Advice][2]:

> Heading southeast just before you reach the airport, you will pass
> through a big white concrete arch/gate which spans over the road, and
> ahead on the left will be the big shiny new dome/yurt-shaped Ulan
> Bator stadium. It is impossible to miss.

They have a picture of the building on their site, so it certainly seems accurate.

As for the costs, it's probably going to vary on the ground and the day if it's like some other Central Asian countries.  The [Consulate site again has some prices][3], but if the address is out of date, the prices may be too. I guess it gives you a minimum!  Note that the extension prices there are for a week, not 30 days.


  [1]: http://www.mongolianconsulate.com.au/visas/extending.shtml
  [2]: http://www.mongolia-travel-advice.com/mongolia-immigration-office-visa-extension.html
  [3]: http://www.mongolianconsulate.com.au/visas/extending.shtml