Rrog has a good idea. First, get some decent looking flat curtains and mount them up against the glass. Then, go to your local insulation distributor and buy (or special order) 12" or 16" or 10" pressed fiberglass pipe insulation sleeves. Bring them home, cut them into half rounds, wrap them in acoustically transparent cloth, and stuff them in your window. Better yet, you could try abfussion - a combination of absorption and diffusion. I think there are some commercial products available. But my approach is cheap!