Attach egg crate foam mattress covers to the walls. Simply glue them up.
Seal in the windows with cardboard. Stuff several layers of cardboard in the window from the outside to create a sound baffle. Secure the whole mess with tape.
Put a vertical room divider between the garage door and the source of the noise. This will greatly cut down on noise transmission through the door.
Use multiple room dividers as acoustic barriers. Put two in front of the garage door, and place one in front of each wall.
Use scrap paper or rags to plug up any gaps in the garage door. Wedge them into cracks, and tape them in with duct tape.
Install sound baffles. Hang sheets of foam between your room dividers and your walls to absorb sound. Alternately, you can use thick cloth or stuffed animals.
Use your stored stuff as an insulator. Line up any storage shelves or piles of neglected possessions along the walls. Full shelves will absorb sound nearly as well as another layer of wall.