Solar garden lights are designed to be shoved into the dirt along a sidewalk path, like spikes. I wanted to illuminate the stairwell of my rock wall, at my Civil War-era farmhouse. This shows how I did it, with cheap, but bright Westinghouse solar lights - $4/each, at Wal-Mart.
Step 1: Remove the rod on the bottom
This is one of those $4 Westinghouse solar lights. You don't need the stake on the bottom, just the top part, which contains the solar cell, battery, light and lens. I had to doctor the picture below - basically remove the stake and save it for something else.
Step 2: Bend the wire into a ring, with legs
See the black line in the picture? That is some thick galvanized wire, ten inches long. You could also use thick copper wire, like home electrical wire, but really, crackheads will steal any copper they see, so why invite that? Plus, grey wire will blend in with concrete. This wire is the thickness of coat hanger wire, but you should use galvanized wire, so that it doesn't rust, like a coat hanger would. If it rusts, you might get rust stains going down your wall.
I bent the wire into a circle (a ring), a little wider than the clear plastic lens (tube) that surrounds the LED light, then out an inch on each side, and then bent a leg out, on each side. Then I just stuck the light's cylindrical clear lens inside the ring, with the legs sticking out to the side.
NOTE: Although the picture shows a perfect circle in the ring, I made the ring a litle more oval than a perfect circle, so that the lens would friction-fit (so it would stay tight) inside the ring.