Drilling holes, even small ones, into a drywall or plaster wall creates a surprising amount of dust. If you don't immediately capture the fine dust, it will blow around the room and coat everything. But you can control the mess with the help of a small paper bag. Tape the bag to the wall 2 or 3 inches below where you plan to drill. Use one long strip of masking tape across the entire rear of the bag; that will prevent any dust from falling behind it. As you drill the hole, the dust will drop straight down into the bag. When you're done, carefully peel the tape off the wall and move the bag to the next hole location.