There is a shuttle bus directly to Nanyue (Hengshan Scenic Area) at the entrance of Hengshan West Station. Tell the driver to get off at Nanyue Temple.
It's only twenty or thirty yuan to take a taxi (many black ones, try not to take a taxi).
Remember to go to Nanyue instead of Hengshan. Hengshan here refers to Hengshan County. Take the bus from Nanyue to the scenic spot.