If it isn't a radio, there's nothing you can do. If it is a radio, there's nothing legal you can do. The FCC is NOT happy about people building that sort of transmitter. If you haven't already talked to the neigbors about it, do so; they may simply not be aware of how much their music is carrying. If you have asked politely and they aren't willing to cooperate, ask your local police whether there are any noise ordinances or other justifications they could use to half a chat with these folks. If all else fails, you could start a stereo war. But then all your neighbors will hate both them AND you.