Begin with flat, level ground. If your lawn is very hilly or rocky, hire a professional landscaper to level and smooth it. Use stakes and twine to outline the dimensions of the finished wall.
Excavate the area inside your outline, removing anything that is not soil. Dig a 10-inch-deep trench with a level bottom that stops 2 inches short of the twine outline on all four sides. Create a base for the wall out of the largest cobblestones, placing them 1 inch apart along the prepared area.
Pack medium gravel into the spaces between the base cobblestones by hand. Lay a second row of cobblestones atop the base, placing each one so that it is half on one base stone and half on the base stone next to it. Pack more gravel into the spaces.
Continue building the wall until it is the correct height. If the wall begins to slope, direct the slope toward the center to form a "V" so that the wall remains stable. Fill any gaps with a dampened mixture of gravel and the soil you removed from the site.