The aim of the present experiments was to reproduce and to study in laboratory quasi-perpendicular supercritical collisionless shocks similar to the Earth-Solar Wind shock, by using a plasma focus facility as the plasma source. The experiments were performed on the PF-3 facility (Filippov-type plasma focus) at a level of energy supply of about 1 MJ. Directed plasma jets are produced with axial velocities ~10⁷ cm/s after compression of a plasma-current sheath in the initial stage of plasma focus formation. These jets then travel through an ambient plasma resulting in early gas ionization by X-ray radiation from the plasma focus, and at an angle of 90° to the 2500 G external magnetic field applied by a system based on rear-earth magnets. Our experimental conditions allowed us to reach a range MA ~5¸10.