I just had a net set up when I was a kid (unfinished basement) and I would just make sure to hit the net every time. If I missed and damaged/hit something I would get in trouble, that was a good deterrent that made me a more accurate shooter! Haha
That being said Im sure you can find some cheap carpet or something to hang behind a net but in front of the wall to deaden any impacts to the wall itself if you miss the net. Im sure end of the roll or some place like that would have some old carpet they want to get rid of for cheap. a 12' wide by 8' tall piece you hang from the ceiling shouldn't cost too much. A few hooks and some rope would make for easy hang up/pull down.
_____ASP______
current ski quiver:
park, all mtn 181 ON3P Kartel 98
park,all mtn: 181 Armada AR7
big mtn, pow: 185 Armada JJ