hong is correct. If a spell is listed as "Duration: Instantaneous", the magic only operates for an instant, leaving behind its effects. In the case of Wall of Stone, once the wall has been created, it is ordinary nonmagical stone and cannot be dispelled.
If a spell has a timed duration, or is permanent, then its effect only lasts as long as the magic. Such a spell can always be dispelled, unless its description speficially says otherwise (like Wall of Force does).