hi, yes go to the police station, pick up the two forms the require you to fill out, one is for the nie the other is the payment form. take the payment form to any bank pay the 10 euros then take the completed nie form and the form that proves you've paid the money back to the police station and you will get you nie card.
tip: if you arrive at the police station nice and early, speak to one of the police officers and just ask to pick up a nie form, you wont have to wait in the line, then fill it out and take it to the bank to get stamped then back to the line at the police station.
good luck!