Add lots of absorbent material and furniture. Carpeting, pads on the walls, anything that can absorb and damp the sound.
The most effective position for dampers is a few feet from the walls. So a thick sheet hanging in front of a wall is better than the same sheet attached to the wall.
Out of curiosity, why does that extra few feet between the wall and the sheet make a difference? Would the sheets need to cover the entire height of the wall?