The only way to control how loud someone has their stuff turned up is pretty obvious. Ask them to turn it down. Check with the law see what the noise level limits are for times of day.
In your case, digging a tunnel under the fence and dogs may work also, but then you'd have to go there every time he turns up the radio, and you have to sneak around him in the house to turn it down when he is not looking. Sounds like a nice Mr. Bean skit though.