You could also fire straight down into a large drum filled with water, if you don't mind the splash. If this is a one-off you can just tip it over afterward and get the rounds.
If you need to do this often, you can do this:
1) Get some fine netting, a length of garden hose and about 8 small magnets
2) Cut the garden hose so that when the ends are brought together it makes a circle that is just smaller than the circumference of the inside of the drum.
3) Fill the hose with sand and tape the ends together (you have a kind of weighted hula hoop now)
4) Fill up the drum with water
5) Get your netting and drop it into the drum, with the hose hoop inside. It doesn't have to go all the way snug to the bottom of the drum, just a few feet down
6) Use the magnets to secure the netting edges to the outside of the drum at the top
All done. You shoot your rounds and retrieve the net at the end of the session.