There's a section in this forum for studio building, suggest you read that. I'm guessing you will need to build a 'room within a room' to get what you want. Or play softer!
Unfortunately softer doesn't always work (I have tried playing with a towel over the head, as well as stuffing the throat--both make it impossible to work on technique, but are effective if I'm just trying to get down a new rhythm). I've read the studio building forum, as well as John Brandt's and Rod's books, as well as other forums. It's clear that if I needed 20 dB, or even 10 dB of attenuation I would need a more rigorous approach (at least beef up the interior walls). What's not clear (and why I posted this) is if I can get the 3-6 dB interior attenuation I'm looking for by increasing the loss through the door by ~30 dB and the walls by ~3 dB, and making everthing air tight. It seems realistic and reasonable to me, but I'm just a newbie to all of this.