There are several ways to set the bales. I read some folks tie a rope around them to try and give them a bit more stability. Some people stake all around them. Some people put them in boxes, but I wanted as little labour as possible, so mine were just butted up against each other, two rows of three to fit inside my structure.
As we have deer who visit the yard, I had to ensure the garden didn't get gobbled up by foraging wildlife. I used the frame of a sun-shade or canopy and wrapped it with deer netting. I tied colored plastic flagging tape to it, and wrapped the excess at the bottom in tree branches. That wasn't such a good idea, as the first morning I had caught a chipmunk. After freeing it, I simply cut the netting and left it open at the bottom.
The flagging tape was so that birds wouldn't fly into the netting. I did have to help a couple of birds navigate out the top once they were inside, but no fatalities to report.
The garden always had garter-snakes and frogs in it, or around it, which I took as a good sign of a healthy environment.