The only way to control how loud someone has their stuff turned up is pretty obvious. Ask them to turn it down. Check with the law see what the noise level limits are for times of day.
In your case, digging a tunnel under the fence and dogs may work also, but then you'd have to go there every time he turns up the radio, and you have to sneak around him in the house to turn it down when he is not looking. Sounds like a nice Mr. Bean skit though.
grow a set. go over to their house and complain. if that doesnt work then report it as domestic disturbance and get the boys in blue to sort it out for you. loud music is disturbing the peace plain and simple.
if human contact is not an option then either ignore it, turn up your own music, soundproof your walls or move out. or just call the boys in blue from the getgo but that often doesnt go over so well if you want your neighbors to respect you.