Kraco, open type headphones spray soundwaves in both directions, so it really doesn't matter if your volume is at "normal" levels, some people find this ambient noise quite annoying.

Plus if his walls are as thin as he says, then open type headphones will definitly disturb people at night.

Sucks dude, there are some quality closed hphones out there but they are generally a fair bit more expensive then an open type counterpart.
Maybe you should look into those roccat's xelbair mentioned.