Any one know how to soundproof a room cheap?

I have started a band and I need to soundproof a room of the house. We have a baby on the way so we dont have a lot of money...any ideas.

This'll sound really lame, but I think that paper egg carton halves stuck to a wall help sound-proofing.

Soundproofing doesn't work. We had it done in our old house because we had thin walls and after a 6 inch layer of soundproofing on the living room wall, we could still hear the bass from their music coming through.

we are sound proofing my garege right now we atre useing insane amounts of carpet ive heard the egg crate works how big is the room if its really small it might not cost that much for some reall sound board

either that or get everyone else out of the house, for some money, it might be cheeper