Install a storm window on the outside of your window. The extra window will lessen the amount of sound that is able to transfer through the window.
Measure the window, frame to frame. Make note of its height, width and depth.
Purchase a piece of dense foam that is slightly less deep than the depth of your window. The more dense the foam, the better it will be at reducing the transmission of sound.
Cut the piece of foam with a utility knife to match the length and width of the window frame. Cutting the foam slightly larger than these dimensions will help hold the foam in place when pressed into the window frame and will create a tight seal around the window.
Press the foam into the window frame, leaving an inch or so of air space between the back of the foam and the window panes. This air space will increase the ability of the foam to absorb sound.
Add curtains made of heavy fabric to the window frame to help with absorbing sound coming in and out of the window.