Draw up a sketch of your desired media cabinet. Use a basic square or rectangular shape for the outer frame of your cabinet and divide the interior with shelves to be installed at varying heights for CD and DVD storage. CD shelves should be at least 6 inches high, and DVD shelves should be at least 8 inches high.
Use a measuring tape to measure the space where you intend to install your built-in media cabinet. Take the length, depth and height of the space and write these measurements into your sketch. To accommodate both CDs and DVDs, your cabinet needs to be at least 6 inches deep.
Cut two sheets of 1/2-inch plywood to the desired length and depth measurement of your media cabinet, using a circular saw. These boards will serve as the top and bottom panels for your cabinet. Cut two more sheets of plywood, using the full depth measurement and the height minus 1 inch for the side panels.
Arrange the four panels you just cut in a rectangular shape, standing all four panels upright on their longest narrow edges. Slide the side panels between the ends of the top and bottom panels and align the edges.
Drive nails from a nail gun through the top and bottom panels into the edges of the side panels to secure the frame.
Cut a sheet of 1/2-inch plywood to the length and height of the cabinet for the back panel. Lay this panel flat on top of the frame you just assembled and attach it by driving nails through the back panel into the frame beneath.
Measure and mark the position of your CD and DVD shelves on the side panels of the media cabinet in pencil. Cut your shelves out of 1/2-inch plywood, using the circular saw.
Install the shelves inside your media cabinet by sliding them horizontally between the side panels at the desired interval. Secure the shelves in place by driving nails from the nail gun through the side and back panels into the thickness of the shelves.
Paint or stain your completed media cabinet to match the decor scheme in your room. Once the paint or stain has dried you may choose to apply a coat of clear varnish or polyurethane.
Use a stud finder to locate the studs in the wall. Mount the built-in media cabinet to the wall by holding it up, with the back panel flat against the wall, and driving 2-inch wood screws through the back panel into the studs in the wall.