Cut two pieces of 2-by-4 to the length of the support wall. These are the top and bottom plates of the wall. Lay the two 2-by-4s together and make pencil marks on them at 16-inch intervals. These marks represent the location of the studs.
Cut the studs to the height of the support wall, minus 3 inches, using a circular saw.
Lay out the wall on a flat surface by separating the top and bottom plates and arranging the studs in between them, so that the studs are 16 inches apart and parallel to each other, with the top and bottom plates laid along the ends of the studs.
Assemble the wall by hammering two 3 1/2-inch-long nails through the top and bottom plates and into the top and bottom of each stud.
Check the wall for square by running a measuring tape from one corner to the diagonally opposite corner, noting the measurement, then doing the same for the opposite diagonal. The two diagonals should be the same. If they are not, press or hammer on one of the corners of the longer diagonal to realign the wall.
Stand the wall up and stabilize it by nailing on diagonal braces that extend from its studs to the ground. Ensure that the wall is vertical by checking it with a 4-foot level.