I fill a small box with plastic bags and put some old parcel envelopes at the back (the ones with the bubble wrap inside) and that's enough to stop bbs (0.25) from a gun that shoots about 460 fps (with 0.20 bbs) at about 30 odd feet. I do this to plink in my basement. I also have an old mattress against the wall behind the box in case I miss. That works for me. I have to replace the box every now and then, but it still works.
Alternatively, you can check this
out. It shows you how to make a more long-term bb trap.