You will need a masking tape and an envelope for collecting the dusts from drilling.
Step 1: Fold the envelope's sides
Fold the envelope's both sides to make a pouch like shape
Step 2: Cut the masking tape
Cut 6-8 cm of tape and stick the half of tape on the envelope
Step 3: Stick the envelope to the wall your are drilling
Stick the envelope on the wall below the point that you are going to drill.
Mark the point with a nail or screw that your are going to drill.
Put the drills bit on the mark and start drilling.
Step 4: Now the dust is collected in side the envelope
After the drilling is finished the dust will be collected in the envelope
Remove the envelope and clean the residue with a wet paper towel.
Clean the hole with a vacuum cleaner.
Pour the dust into a trash bag.