That's a good question... When I was in a band a few years back, I was in the unique position to need to actually "not hear" the band and focus on what was in my ears. I had noise canceling headphones already but this wasn't enough. So I bought a 4 channel headphone amplifier. Now this is probably overkill for your application, but you can get scaled down versions. I know there are many of these out there. You just need to do some Google searching for "headphone amp" and see what you get.
If this is too much, look into noise canceling headphones. Although they don't necessarily boost the sound, they eliminate the outside sound to the extent that it seems louder.
I know this isn't software, but I found this was a good path for me to take with the same problem.