If the sound is leaking out through the window, curtains will be useless. You will need a double window that is tightly sealed.
If the sound is leaking out through the walls or ceilings, sorry ka na Lang. It will be very hard to treat.
How do you know where the sound is passing? By experiment.
For electronic solutions: The biggest problem will be the bass and the best product I know that can handle that is a new Audyssey product available in the Denon 4520 AVR. The next best is Audyssey Dynamic Volume which is available in a lot of AVRs, especially Denon and Onkyo.