Unfortunately Lowes or Home Depot doesn't carry Rockwool or Mineral wool. (at least none that I went to did) Look up an insulation dealer in your area and tell them you need 2x4 mineral wool or rockwool panels 1in thickness is ok for higher freq. 2in is better. 3 or 4in will absorb more freq, but will stick out from your wall further. I myself made 10 1in panels for my theater, which work great. Make yourself a couple of super chunks for the corners and that should get you going. Later on you can add or take away as needed and maybe put in some diffusers if you see fit. After you get your material just go to Lowes or Home Depot and grab a bunch of 1x1x8 spruce, There like a buck apiece. I made my panels with backing on them. I used precut 2x4 ft hardboard panels. Then go to Joann fabrics and get some speaker grill cloth. Cut your spruce, attach it to your hardboard, drop in your panel, trim to fit, cover with cloth, and staple. Your done! Just remember the thicker your panels the better low freq absorption but the more they will stick out from your wall. Thin panels absorb your mids and highs but have no affect on lows, but throw a super chunk in the corner and you should be golden. Oh, and make sure you buy naked panels (no foil or backing)
Regular insulation isn't dense enough.