Basically you problems are a single problem: Not knowing how to edit a specific part of a segment.
With your copy of FPSC is a small booklet. Look on the back of it and you'll see a nice table of hotkeys. In that table you'll see a section called "SEGEMENT EDITING". In THAT section you'll see:
Quote: "M ------ Paint walls only"
That is the part that you want. Press M and your segment box will look like an arrow. This arrow will point to the wall currently being editted. While in this mode, left-click to place a wall, and right-click to delete a wall.
You may wanna look into those hotkeys a little more. Also, if you're only using the Trial version of FPSC, you can press F1 in the Editor and a display will come up showing you most of the hotkeys.
The one and only,
~PlystirE~