nessjo, the information you got from PNP is correct. I did the exact thing you're wanting to do this past February.
So you take your nomination letter, your job offer, your passport and any other supporting documents that might help (basically to prove that you have a job in sight and that you can support yourself while you're waiting for you PR application to be processed), and go to the border. I got my work permit while coming back from a holiday from the US, on a Greyhound no less, so the process was super easy. I told the officer at the booth that I wanted to get a work permit, so he directed me to another officer further away. This officer didn't even ask for the paper application I had filled out just in case. He just took my papers, asked a few questions about my work and printed out the new work permit. Then I went to another officer who charged me $150 for the permit, and then I was done.
If you applied for PNP under an employment-driven stream, then you'll get a temporary permit (usually 1 year) that's tied to your occupation and has your NOC code listed in it. It's a closed permit so you can't use it with any other employer.
If you applied under a non-job-specific stream (like the Postgraduate stream), then I think you'll get an open permit, but I'm not sure since I had to get the closed permit.
If you don't get your PR during the validity of this work permit, then you need to apply for the bridging work permit, which you can apply 4 months before the expiration of your temporary permit. In order to apply for the bridging permit, you need to have received your PR file number from CIC (to basically prove that you've submitted your PR application and that they've received it) which you usually get within around 60 days of the date of submission.
Hope this helps!
