Hindi ganuun lang ang pag-sound proof. Like I aid, if you are not sure of what you are doing don't do it, because sayang ang pera. TT Boy's way of doing it is like just reinforcing your walls with 1/2" gypsum and that's it. One sheet of gypsum with air is just about STC 20, which is, if your SPL from the outside (or inside) is 100 dBA, the sound poenetrating is still 80 dBA, malakas pa rin. If your sound from the outside is about 65 dBA or 70 dBA, which is typical ambient noise level, sound penetrating is 50 dBA, para ka lang nakikinig nga ng radyo.
Here's the way to do it. (Bookmark this - this is a trade secret)
For walls, put metal studs spaced at 16" centers, about 2 inches from the cement wall. Stuff the cavities - in between the metal studs - with 16 kgm glass fiber (huwag styropore - good only as a heat insulation, but not as effective for sound). Put two pieces of 1/2" gypsum board. Caulk the edges. As much as possible, install the gyp rock in staggered fashion. Caulk all edges or butt joints. That would be your isolation wall. Acoustics of the space is another issue.
For ceiling, put ceiling joists, normally metal, about 4" from existing ceiling. Put 2" glass fiber in between the joists. Put 2 layers of gyp rock. Caulk joints and place gyps on staggered basis. There is your ceiling isolation.
If you do not have an existing ceiling, build one. Put 1 layer of gypsum on the furlins. Better if you place a layer of 2" glass fiber on top of the gypsum board to remove resonances.
Now, compute how much you will spend on this simple design. That is what you will need to simply soundproof your room. Acoustics is another matter. It is additional expense.
If you are not sure on how to do soundproofing, like what Louie said, research. Go over the net. There are a lot of ideas that you can adapt. Just be ready with the expense. Like I said, do it right - sayang ang pera.
PS.
Sa pintuan, kaya maraming bisagra kailangan, kasi mabigat ang gypsum para gawing palaman sa pintuan. Ordinary door frame with glass fiber inside and faced with one later of 3/8" plywood on one side and 1/2" on the other side will do, pero mabigat din. But it will not sag right away. Gawing 5 a bisagra. All the doors I do for studios I have designed and built are made this way. What is important is, your jambs have to have rubber stripping to be effective. That door would give you an STC of 28 to 30.
FWIW