I agree with CVG, however you must be very careful on the "glue" you select. Many construction adhesives and foundation coatings used for dampproofing will cause the insulation to deteriorate. I am assuming this is a basement wall - so I would first use a dampproofing coating from Sonnoborn, Meadows or W.R. Grace, then a "protection board" then apply the rigid insulation. Check with the manufacturer for compatibilty between the products. Use an extruded insulation for below grade applications, not "beadboard", it will deteriorate from freeze/thaw cycles.
If it is not a basement wall, you can skip the dampproofing. If you are in an area that is may have high groundwater you should use a waterproofing system on the wall with waterstop in the construction joints of the wall.