Are there any rules governing tying a rope to an arrow and shooting it into a wall? Any thoughts on the DC if the wall is rough stone versus stacked block versus wood? How about shooting an enemy and having the other end staked into the ground?
There aren't any established rules that I know of but I'd just make them up on the spot.
I'd warn the player first that attaching a rope to an arrow is going to reduce it's accuracy and distance severely. If you've ever done archery, you'd know that screwing with the arrows is a recipe for disaster. You may as well attach a brick to it. I'd give it a -5 penalty to hit and reduce it's effective firing range to 5/10. I'd also reduce the damage by a dice level so from 1d8 to 1d6.
As for it biting into stone or wood, I'd be hesitant to allow it at all. Versus stone it would most likely bounce off or shatter. It could possibly bite into wood but given the weight of the rope on it, I wouldn't bet my life on it holding a character's weight.
I guess if you could stake the rope fast enough into the ground, it could hold the person in place well enough.
I'm all for improvised actions but at the same time, you always have to be aware that what you rule on the spot has to be good enough to warrant the person's creativity and imagination and risk, but not so good that it becomes a manoeuvre that is better than all the character's other powers and abilities.
Now, on the other hand, if the person wanted to create a power that they took as an encounter or daily, then I'd simply waive physics and allow the power to work within the balance confines of it's slot.