It depends on what the wall is made of and your budget.
A simpler cheaper fix for simply controlling lights etc is to use a remote control like the one shown in the link.

Here is a link that might be useful: Remote Control for outlets

laurenjay-
It probably means running new wire, fishing it through walls, attics or basements, and possibly cutting into sheetrock. It's totally dependent on how the wiring runs right now. In general, the wiring that goes from the switch has to be run to the outlet you want switched, and the outlet that is now switched may have to have new wiring run -- or not -- depending on what is already in that box and the switch box. It may be possible to splice the wires connected to the switch, which would make the receptacle that is now switched into an always-on receptacle, in which case the main problem will be getting a wire from the switch to the receptacle you now want to control.

The most direct approach would be to cut out the sheet rock between the two receptacles and switch the wiring, then patch and re-paint the wall. If that doesn't appeal to you, you need to understand that there is no one answer to your question since it all depends on how the existing wires now run and what the access is to get new wiring in place. If this sounds confusing it's because we don't know where all your wires run to and from. This is a job that requires someone knowledgeable, preferably an electrician, to assess what's required. In my own experience, it can be a lot of work and expense. That's why the approach that "laat2" suggested may be far more attractive.

The only additional alternative I can think of is to plug an extension cord into the existing, switched receptacle and run it to whatever you are trying to control.