Starting at one end of the wall, carefully fit each wall rock, seating it firmly in the aggregate bed. Use your largest stone for the first course, not only to create a good base, but also to avoid having to lift and adjust these heavy pieces at higher levels.
Dig out under the stone and fill in any void spaces with aggregate, if necessary, to get the stone to sit firmly without wobbling. Pack the spaces between stones in the first course to give the wall a stable base.