Use a measuring tape to measure the length of the brick wall you want to cover with Sheetrock. Use a straight edge and utility knife to cut a 1/4-inch thick sheet of standard Sheetrock to fit the length of your wall.
Lay the cut Sheetrock face down on the floor. Use a drywall trowel to place thick, generous globs of drywall joint compound every six inches across the back of the Sheetrock. Have someone help you lift the panel and place it up against the top left corner of the wall.
Hammer masonry nails through the Sheetrock and into the brick while holding the panel in place against the wall. Hammer in masonry nails every four inches along the surface of the panel.
Measure the remaining amount of wall space left to cover and repeat the steps, cutting Sheetrock to fit, applying drywall joint compound to the back of the panel and then hammering into the brick wall with masonry nails.
Cover the joints where each piece of Sheetrock comes together with Sheetrock joint tape. Spread a thin layer of drywall joint compound over the joints and over all the nails with a drywall trowel.
Let the drywall compound dry completely, which will take about 24 hours. Sand any raised edges with 150-grit sandpaper. Cover the drywall with paint or wallpaper to finish the new look of your formerly brick wall.