I just had a visa transferred to a new passport while crossing over into Malaysia, and I was asked for any money. Of course Hua-Hin is different, but you just need to decide whether or not you want to make waves.
Before you decide, just remember that in Thailand, a visa does not mean you have the right to enter the country, but instead, it simply means you have permission. The final decision rests with the immigration officer you're dealing with. What that actually means, in very real terms, is that any immigration officer can toss you out of the country simply because they don't like your face, or if, let's say, you're trying to be difficult. Maybe wrong and unfair, but that's just life.
If you really don't want to pay the 500 baht, just go to Bangkok to have the visa transferred. Mini-bus to Victory Monument is only 180 baht each way, and then you can get a taxi from there to immigration and back. All in all, you could do it for about 800 baht, providing you pack your own lunch.
Now, if you ask me, a quick trip to Soi 23, plus 500 baht, is by far a better deal. Anyway, each to his own I guess

Don't try to impress me with your manner of dress cos a monkey himself is a monkey no less - cold fact