Use the shovel to dig a trench where you will be installing the wall. Make the trench as wide as the cinder blocks you plan to use and at least 4 to 6 inches deep. Use a level as you dig to make sure that the area is as level as possible.
Pour the gravel into the trench and cover the ground. You want the gravel to reach up to about 1 inch from the top of the trench. Once the gravel is in the trench, use a tamper to compact the gravel as tight as possible for extra support for the wall. Use the level to ensure the gravel is evenly distributed.
Pour the sand on top of the gravel. The sand layer should be 1 inch thick and come up to just below the top of the trench. Use a board or the tamper to compact the sand on top of the gravel as tight as possible. Once again, use the level to ensure it is even.
Place the first row of block directly on top of the sand. Place each one directly next to the one before it as tight as you can. Press down on each one to embed it in the sand. Use a string if necessary to ensure the line is straight and use the level as you go to ensure it is even. Use the shovel to add dirt you removed from the trench to pack the blocks in place.
Place a string of the concrete adhesive on top of the first row of blocks with the caulk gun. When the adhesive is in place, place the second row of blocks directly on top of the first row, and press down hard to ensure that the adhesive sticks to both blocks. Alternate the blocks so each block in the second row is straddling two blocks in the first row. Let the second row dry before beginning the third row.
Repeat Step 5 until all the rows you want to add are on top of each other and secured. Use the shovel to back-fill dirt from the trench behind the wall as tight as possible to keep the wall in place.