Since bass is the main thing that passes through walls, reduce the bass levels in the room. Have the guitarists turn down the bass knobs on their amps (they probably have them way to high anyway). For the bass amp, use an EQ to attenuate everything below 100 Hz or so. Be warned, everything will sound "thin" without the "fullness" your used to, but if you really need to cut down on what's drifting through your walls, this is one of the best ways to do it. Wait for a show to get that "full" thing going.
Regards,
Wayne A. Pflughaupt