Boundary wall for Agriculture land in municipality

We bought a agriculture plot measuring 3500 Sq yd in 2000 in Gurgaon falling under municipal limits. After many attempts of security the boundary through iron wire fencing , ppl used to encroch it. Now we are building a brick & concrete wall of 10 ft height to permanently fix encroachment issue. Last week officers from municipality visited our site and told us that we cannot build brick wall. Could someone suggest if making a boundary wall is illegal on agriculture plot. Also, now that we have started construction is there any way to pay penalty for wall. We were told by a local architect that we have to pay development charge to get land converted if we have to get wall construction legally recored in municipality. Is there any other way so that land title doesn't change as it will attract capital gain tax if we sell a non agriculture land.