Grab it from
http://users.tpg.com.au/jfwfreo/walls.zip
This mod enables walls to be built in the game.
Note that because it is a mod, it will most likely prevent you from playing with anyone who doesn't have the mod.
Also, although this has been extensively tested and works on my machine, I make no guarantees that it will work on yours.
To install this, make a backup copy of the CNC3_english_1.4.SkuDef file in your C&C3 folder. Then unzip the walls.zip file into your C&C3 folder. You should have a modified CNC3_english_1.4.SkuDef file plus a folder called "walls".
To uninstall, remove the "walls" folder and restore the backup copy of the CNC3_english_1.4.SkuDef file.
I don't believe this cause any issues when 1.05 comes out since 1.05 will create a CNC3_english_1.5.SkuDef file. (needless to say, I will be updating this mod for 1.05 once I get my hands on the data files
Post here if you have any problems or questions (or if you just want to thank me for providing such a cool mod
Oh and in case anyone wants to know, NO, this wont work with C&C3 on the 360