  We study a stochastic boundary value problem on $(0,1)^d$ of elliptic type in
dimension $d\ge 4$, driven by a coloured noise. An approximation scheme based
on a suitable discretization of the Laplacian on a lattice of $(0,1)^d$ is
presented; we also give the rate of convergence to the original SPDE in
$L^p(\Omega;L^{2}(D))$--norm, for some values of $p$.
