To do this, choose a small section (3 x 3 inches) of wall between studs where you want your shelf to go. Use a drywall saw to cut out a square while holding the saw at a 45-degree angle. (This will prevent the piece from falling into the wall.) Place a pocket-size mirror into the hole and use a flashlight to look for any obstructions in the way of where you want your recessed shelf to sit. Begin by building the sides of the shelf. Position the side boards to form a square, and use two clamps to hold the structure together. With a pencil, make marks for two screws at each corner. Use a power drill to make pilot holes, followed by the screws. Once glue is dry, drill one screw in the middle of each side. First, measure and mark 3/8 inch from the edge. Drill pilot holes followed by screws. Set aside.