Don't put in another window, which would give you maybe 20% noise reduction. Get yourself an actual soundproofing window, which would reduce noise by 70-80%.

Another alternative if you're generally doing this at night and/or don't really need the light or the "view" is to make yourself a "plug" out of a wood frame, some styrofoam, and a soundproofing mat. As long as the window isn't huge, it's pretty easy to make one and fit it to your frame.

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Thanks very much DigiNut! I prefer your 1st suggestion, as I would still like some natural light coming in. I guess they're fairly expensive, but I don't have any other option Thanks again