Is it electric? If so, knock on the door in a friendly way, and ask them to turn down a bit. If it's acoustic, then you're stuck. Just go and have a friendly conversation with them if possible. A few years ago, we were upsetting our neighbours by playing loud guitars in our flat. If they'd come and asked nicely, I would've happily turned down. However, they put a rather aggressive note through our door, and so I turned up. Childish I know, but it was a good few years back, and I was not so considerate.