That's good you asked. Kudos. They are jerks for being quite so inconsiderate just because it's their home. I hope you can at least get earplugs (cheap) or some other thing to change what's going into your ears.

I know there's a nice plugin on youtube where you can download the audio from videos - like videos of music. I don't know how to get those mp3s onto your phone, though. The plugin is called "youtube mp3" at least in Firefox.