6:58 p.m. on December 30, 2012 (EST)
Mark,
You may be thinking about various photos I have posted. An excellent resource for all things outdoors is the Princeton University mountaineering club's Outdoor Action web pages. For your winter camping, their winter pages are excellent. The Yale mountaineering club also has some good pages. I did not go to either Princeton or Yale, but a far better school. However, I have some good friends at both who are very experienced in all aspects of mountaineering.
Since you will be digging in snow (normal part of any snow camping), you need to give some thought to your shovel. WARNING- DO NOT GET A METAL SHOVEL ANYWHERE NEAR YOUR NYLON/other synthetic TENT! Metal shovels get nicks in them, and a taut nylon fly or tent body will develop amazingly large rips when they encounter such nicks. Same precautions for ice tools, metal ski edges, and anything else that is metal and might get a burr or have a sharp point or edge. Take a small plastic shovel for use in digging out the tent.
Before the Heavy Metal brigade leaps in, yes, plastic shovels are worthless for digging in icy stuff and hard-pack. So you also need a metal shovel that has a pointed blade. Just don't get it close to any taut tent fabric.
The height of your windwall and surrounding extent depend on the local wind conditions. Ed said he uses 3/4 the tent height. I have been places where half-height was adequate, and I have been in conditions where 1.5 times the tent height was desirable. A common recommendation is to make the wall the height of the tent. In the following image (at 12,000 ft on Vinson), we were just fine with the wall on one side and the tents in a line downwind. Note that both walls are taller than the sleeping tents, though the cook tent does stick up taller than the wall. I would also note that on day 4 of the storm, we moved one tent and added another wall. The wind at that saddle was pretty constantly in one direction straight through the saddle. Note the scoured trough that extends from the space between the windwalls toward the camera.

Ed says he puts his walls a foot from the tent. In my experience, this is way too close. To some extent it depends on your shaping the windward side of the wall. I was with an aeronautical engineer on one expedition who spent some time analyzing the aerodynamics of windwalls and tents. According to him, a flat face on the wall will give a vortex just behind the wall that tends to deposit the snow over a distance approximately the height of the wall. A properly shaped facing slope can make the air flow over the top of the tent. Somehow, I have never managed to achieve the correct contour, with the result that I find that having the windwall about the height of the wall from the tent works best. Shaping the wall on the upwind direction as a streamlined "ship's prow" does seem to direct the snow around the tent fairly well. You can see that in the photo above.
The following photo shows a different campsite (17,000 ft on Denali). In this case, we surrounded the tents with the windwall. You can see that we also sloped the walls a bit. The wind direction was very changeable in this case. And we had to repair the wall several times, since the wind was fairly rapidly eroding it away.

Here is a case where we built a "prow" snow wall on the upwind side, then added a back wall on one side to help stop the vortex formed by the edge of the wall from whipping the snow around the end and piling it against the tents.

Unfortunately, this tiny bird, apparently blown in on the winds, didn't survive (we saw a number of these birds' dead bodies).

Here is another campsite on the same climb. We just moved into an already existing set of walls.

If the snow is firm, as noted by previous posters, you can cut blocks - best with a snow saw (an arborists saw works just fine), though a snow shovel will do with a little care and skill. If the snow is soft (either soggy or dry), you can pile it up and walk on it with your skis or snowshows to consolidate it. If the temperature is not too low, you will be amazed at how solid it becomes after you pile the snow more than a couple feet high. Just keep packing it down as you pile it up.