Soundproofing Help: Sound travels thru thin furnace closet floors

[Chad S.]

We finally have our triplex fully rented out but unfortunately have a sound issue. It's an old building that went through a rehab last year. All 3 furnace closets are vertically aligned, so each unit's furnace is above the one below in a small furnace closet. That seems to be where the low and medium frequencies come from like tv sounds and voices. Ideally I'd like to hang up thick blankets/sound panels on the closet walls and try to do the same for the floor and ceiling. There are gaps around some of the pipes that are shared between furnaces. I'd bet some sound is coming through there as well. We have cold air returns so I'd like to do as much soundproofing as I can without really making a mess. 

For good measure I'd also like to put acoustic sound panels in the living/bed room and do whatever else I can (again, without making a big mess). These are small 800 sq foot units, and we had new sub floor installed under our vinyl flooring (everywhere but the furnace closet apparently)