If you go to bunnings or somewhere and grab yourself a pair of high NRR earmuffs. Theyre cheap as chips and do the job perfectly. Don't let someone from the Rockshop or somewhere try and sell you on 'musicians' earmuffs - bullshit. The idea of high NRR earmuffs is to reduce as much noise as possible, and in your situation, a good pair would work perfectly. Check these out -
http://cgi.ebay.com/NEW-PELTOR-ULTIMATE ... 35acc3945a - NRR of 30dB and cheap.
Alternatively, you can get headphones built in, I have a pair of DirectSound EX-29s (average 29dB NRR), sound pretty decent. I originally picked them up for doing live stuff - they work wonders when doing monitors or if its really loud out front and you want to solo something. Use them in the studio too and they are perfect for that situation. Saves hearing and saves people blowing up my other headphones to try get to an audible volume.