Here's my recipe for a box-like insert that is very effective:
- make a wooden box (1/4" ply panels with 1" thick sides) to fit the window cavity with a 1/2" gap on all sides, 2" thinner than the depth of the cavity
- on the window side add a panel of 2" thick styrofoam and a layer of carpet or foam to dampen the window glass itself
- on the room side drill a 1" hole in a top corner and get a suitable plug for it, also add non-reflective foam and a couple handles
- fill the box with sand, bounce it around a bit to get it to settle, add more, repeat as necessary, apply plug
- put carpet or foam around sides for a snug but removeable fit in the window cavity, add shims to match the cavity's shape, which is rarely exactly rectangular
The styrofoam is good because it's very reflective to reject outside noises, and is also easily shaped to accomodate window framing, handles, etc, so you can get decent contact pressure of the rug or foam on the glass, one less resonnant panel. Not much gets through even 1" of packed sand, the final product should be more effective than the concrete wall.