So I've read Paulo64's class on spell speeds but I still get confused in heat of battle when my opponent refutes me.

So here's the question.

My opponent declares an attack.

I use Magic Cylinder (a Normal trap card)

My opponent uses Safety zone. (Continuous Trap card)

Can he chain this in the battle phase? If so, what step were we in when this happend?

Declare attack C1
Cyl C2
Safe Zone C3

And as long as it was set prior to your last turn he can chain it

So it would revolve as so

Safe zone equips to monster
Cyl attempts to target but can not
Attack is declared