Dig a shallow trench along the area where the wall will stand. The trench should be 1 inch deep and as wide as the planned wall. The wall should be wide enough to support its height, building in 1 inch wide per every 8 inches high.
Put a layer of gravel down in the trench. Smooth it with a shovel and flatten it with a hand tamper.
Place a layer of large rocks on top of the gravel. Orient the rocks so they fit together as snugly as possible. Make this first layer wide enough to support subsequent layers.
Place small stones in the gaps between the larger stones. Fill the gaps as evenly as possible; the goal is to create an even surface.
Place a layer of flat stones on top of this layer. This layer serves to flatten the top of the wall and tie the two sides together.
Create additional layers until the wall is at the desired height. Add a final layer of flat stones and heavy stones to cap the top of the wall.