Mark out the line of your wall with stakes and nylon cord or with marking paint. The area should be 12 inches wide from front to back, and run all along the area you want to cover with the wall.
Dig out the trench between the front and back marking lines of the wall. Dig to a depth of 6 inches so that you can provide a support base for the stones.
Compact the area in the trench with a hand tamper to create a fully flat support for your wall.
Fill the trench with 4 inches of loose gravel or patio paver base to provide support for the wall, as well as allowing excess rainwater to drain from below the wall. Compact the stone after it is laid, to ensure it is completely level and flat.
Top the paver base with a 1-inch layer of coarse sand to provide a soft support for the stone. This leaves you about 1 inch in the trench; the bottom inch of your first layer of stones will be buried for support.
Set the first stone in place at one edge of the trench, with the front face of the stone touching the front of the trench. This will leave some room in the back of the trench.
Check the level of the first block to make sure it sits perfectly flat. Set the next stone so that the edges are butted tightly against each other. Check the level between the two stones; if necessary, tap one of the stones into place with a rubber mallet to achieve perfect level.
Lay all of the blocks in the first row of the wall, checking the level after each block is in place. When finished, backfill the trench with crushed stone for extra support and to facilitate drainage.
Cut the first stone of the second layer of the wall in half with a chisel and hammer or a brick cutter, which works similar to a guillotine for stones. Staggering the joints between the stones ensures better support.
Lay the second layer on top of the first, checking level and ensuring that the stones butt firmly against each other. Use the other half of the first stone as the last stone in the second layer.
Backfill again, once the second layer is complete. Continue to install layers of the wall, staggering joints in every other row and checking for level after each stone, until the wall is completely built.