It's going to take a lot of heavy insulation to stop sub-bass frequencies. The most reasonable steps you can take are:
-Isolate your subwoofer with a product like the Auralex Gramma Pad
-Move your subwoofer as far away as possible from the complaining neighbor
-Invest some money in room treatments, specifically in bass traps to helps combat resonance. As a bonus, if properly used, your system will sound better.
-If you wanted, you could try building an isolation wall, but that would be expensive, heavy, complicated, and honestly, probably not all that effective unless made to be outrageously heavy.