I am tempted to stay out of this one... but you know I can't resist...
Ethans right with the basic steps.. Broadband Bass Trapping in the corners, First Reflection Control.. these are the first issues that must be dealt with...
Yes, you will have to cover a window or two (or five??).. or else you won't address the first refections from side and front walls. You could consider some HEAVY drapery.. it's better than nothing!! But Ideally I would want to see at least 4-6" of Rigid Fiberglass as first reflection control..