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Make sure the room is well sealed. I don't know how old your house is, but there is a surprising amount of noise that can leak in around poor quality windows. If you need to replace the windows, find out about ones that are good for sound reduction, such as sometimes are retrofitted near airports. You could also add a storm window that specializes in sound reduction, again often used near airports.
Here's a company that I know of. I've not installed this product, but I use some of their other products: http://www.monray.com/focus.htm#sound
Otherwise, if you install new siding on the house, you can evaluate whether you can add dense-packed cellulose in the wall cavities, or a thick layer of foam insulation under the siding. Brick masonry with a proper air space of about 1" could also help to absorb the sound and not pass it on through the wall.
Hope this helps.
Abe nailed the answer for you.
If the windows are due for replacement, look for a window with offset glazing or an option of laminated glass inside the standard set of windows.
Dedicated STC windows will usually have a deeper frame to accomodate an integrated storm sash for additional noise cancelling improvements.
Be sure that the windows are the source of the issue before spending big bucks on them.
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