You start by building a trench. The rule of thumb when building a retaining wall on a slope is to dig a trench of the appropriate depth for the base blocks. Your wall needs six inches of base material, with an additional depth of one inch per foot of wall height. A two-and-a-half-foot retaining wall will need a trench that’s 8.5 inches deep. This can be hard work, and your best bet is to hire a skilled retaining wall contractor to do the job.