You cannot quickcast or take a quick action when it's not your turn in the round to activate your mage or friendly creature. The only time I know of that you can do something while an opposing mage or creature is acting is revealing enchantments, and only in between particular events of that creature's action phase. Hence, why counterspells like Nullify and Jinx are enchantments; no other card type has the ability to do things during the action phases of an opponent's creatures.
I might be forgetting an exception, but long story short, you cannot cast walls when it's not your turn to act. Thus, you cannot cut off LoS in that way and counter a spell.
There's a section in the rulebook that specifically goes over the steps you go through when casting a spell. I think going over that again could give you a better understanding of how exactly countering a spell works (since there is literally a step for it).
Also, if you don't feel like trawling through the rulebook, here's a link to the youtube series that goes over spellcasting:
http://www.youtube.com/watch?v=R0K0e6anR6M&list=PL59opxr_1pUsU2yXOp7CQJqZarwRP9rob&index=6Go to 4:50 for your answer. Hope that helps.