Chances are you couldn't qualify for a Wal-Mart card, unless it's something specifically for people with low credit. Usually store cards are hard to get if you have low credit or very few credit cards.
However, getting a secured card is a good way to go if you don't have any credit.
I've had the Capital One Secured Card
for 2 years now (even though you could start looking to see if you're approved for a regular card after a year) and my score has gone from 650 to 726. However, look around and see which secured card would be the best for you (i.e. BOA has a higher down payment than Capital One... or at least it did when I got mine. Also how much credit you get compared to the down payment. Capital one is $200 when you put in the $45? maybe $50 down and you would have to look around for what other banks offer as I'm not sure.)
You don't have to go with the same bank you currently use, when I got my card I was with BOA and now I'm with Suntrust. I had a lot of issues with my account at BOA so I decided I'd close it down, now I'm very glad I decided not to get their secured card.