The vagaries of the Astral Plane make it a challenge to build there an impenetrable prison
Certainly, the 5th-level psion/wilder power psionic plane shift [psychoportation] (Expanded Psionics Handbook 124) can take the psion 5d% miles from an existing destination on the Astral Plane, and there—because that spot's likely empty—he can dump from his enveloping pit (Magic Item Compendium 159) (3,600 gp; 0 lbs.) the prison's raw materials and upon them manifest the 4th-level shaper power psionic fabricate [metacreativity] (Expanded Psionic Handbook 106) or near them play a lyre of building (Dungeon Master's Guide 261) (13,000 gp; 5 lbs.).
And if the raw materials in the pit are insufficient for the totality of the prison, just make trips to the Astral site from the Material bearing more… or make more raw materials right there right now by using magic items that can create an effect like the 6th-level Sor/Wiz spell wall of iron [conj] (Player's Handbook 299) or, if there's something at the location that can be considered ground, the 8th-level Drd spell deadfall [conj] (Spell Compendium 59).
Ta-da. There on the Astral Plane is the psion's vault. But if the psion stops now, he shouldn't expect the vault's contents to remain safe there for more than a day.
That is, if only the builder has been to the prison and if the builder has never described the prison to anyone, the prison is technically impossible to travel to directly by the Astral Plane's conventional means. No one except the builder will be familiar with the destination so no one but the builder can surf memories of the prison to the prison's actual location on purpose (see Movement and Combat (Manual of the Planes 49-50)). However, folks will still show up on the prison's doorstep accidentally all the time.
See, Manual of the Planes would have the Astral Plane be an extremely well-trod place with random encounters occurring 5% of the time checked once per hour. And Table 5–3: Astral Encounters (MP 53) has entries that'll give even a telepath 12/thrallherd 7 pause, like an astral dreadnought, a titan, or a level 17 NPC—who hasn't lost caster levels like the thrallherd has!—out for a stroll. Further, this DM would have many of these creatures that happen upon the prison see the prison as an adventure site.
(While Manual of the Planes is a dnd-3e source, it's information on the Astral Plane (47–53) isn't exactly contradicted by the Dungeon Master's Guide (2003) on the Astral Plane (154–5), but a DM relying solely on the Dungeon Master's Guide is supposed to develop his own encounter tables: "If you’re [i.e. the DM] designing a site-based adventure on another plane, use the appropriate table as a starting point for your own encounters" (151). This DM tends to use the Manual of the Planes encounter table by default because it yields appropriate and interesting results; ask your DM how she plans to manage the Astral Plane being a planar bus station or locomotive roundhouse.)
In other words, in this DM's campaigns, the psion must expect that his prison will have visitors once per day at the least, and those visitors will see the undefended site and—unless they nice visitors—attempt to loot it or occupy it. (Such locations on the Astral Plane are notoriously sparse.) That means the psion must defend his prison, and that's enormously complicated—not to mention expensive—, and even with the standard antidetection measures, antiscrying measures, and antiteleportation measures in place, some effects remain unstoppable. For example, the 3rd-level Clr spell circle dance [div] (Spell Compendium 46) will tell the mercenaries that were hired by a desperate mother the direction to her son, and there's nothing the psion can do about that unless the psion can—in the DM's opinion—change the son into not!son through some means. So, yeah, folks will be showing up to the prison—randomly, on purpose, or both.
This means the prison needs traps, guardians, supplies for those guardians, interesting things for those guardians to do while they're not fending off intruders (or else they'll just loot the prison themselves and leave), means to alert the psion that there's a problem the guardians can't handle, and on and on. Congratulations! The psion's now a dungeon master.
An aside: Consider focusing on results
It sounds like the reason for building a prison on the Astral Plane is to use to the psion's advantage the plane's timeless planar trait. That's laudable, but simply manifesting a bunch of times the 4th-level shaper power quintessence [metacreativity] (XPH 128) yields enough of a substance that can also render a creature immune to the passage of time.
Consider instead buying a barrel or coffin—maybe made of lead—, filling it with quintessence, shoving into that container the poor dude that the psion's The Matrixed, sealing the container, and putting the whole shebang into an enveloping pit. Then the psion can either keep the pit handy in, like, a glove of storing (DMG 257) (10,000 gp; 0 lbs.) or just hide the pit somewhere secret and safe.
To this player, that seems to yield an identical result—an endlessly preserved creature in a hard-to-find location—but without all the hassle of managing a dungeon on the Astral Plane.