Choose your music room. A music room should not be too large, since larger spaces create an echo effect that many musicians do not want. Super Soundproofing Co. suggests a space such as a basement, a garage or a "room-within-a-room," with the inner walls separated by the outer walls by approximately one foot. Your music room should not have windows, as windows allow unwanted sound both in and out of the space. The room should have as few doors as possible, and what doors it does have should be insulated with the materials mentioned in the following steps.
Carpet your music room. A thicker, heavier carpet will work best to keep sound from leaving your music room through the floor, and from under the door. Make sure that no space is left between your carpet and the bottom of your door, as this creates a space where sound can both enter and leave the music room. Even the smallest space where sound can come into or escape the room can render your other soundproofing techniques useless.
Install soundproofing material on the walls. You can purchase egg-crate material and other soundproofing foams at most home construction retail stores, and on websites such as Soundprooffoam.com and Prosoundfoam.com. This material absorbs sound and creates a quiet atmosphere inside the music room, while preventing noise from passing through the walls. An alternate to professional soundproofing foam material is blankets, which can be hung in layers to deaden noise. Blankets are not as effective as soundproof foam, so you may want to spend the extra money to purchase this professional material. Whether you decide to use soundproofing foam or blankets, be sure to cover the door to keep sound from penetrating it.
Don't forget the ceiling. The ceiling to your music room can allow sound in and out as much as your walls and door, so you will need to soundproof it as well. You can use the same material--foam or blankets--as you did on your other surfaces. In addition to those materials, others such as isoTRAX, a sound-dampening pad, can be installed onto your ceiling for about as much as it costs to purchase other soundproofing foams.