Begin the excavation. If a smaller water feature is being constructed, a depth of three to five feet is ideal. If a hard tub liner is needed, slide this in to place, making sure there is little chance of leakage over the sides of the pond into the space beneath the pool liner. If a flexible liner is being used, make sure that there is enough overlap on to un-dug ground until the rest of the work is done. These liners may require a water plant or two to keep them submerged until the air is worked out. Stones work well also.