What is it about lead that makes it good for soundproofing, anyway? Is it inertia, or
 

The Last Word - 25 May 1996 - New Scientist - might help.

Think it is partly the high density which means that a lot of energy is needed to set up vibrations (the accelerated mass is high and from what I recall the energy associated with a wave goes up as frequency squared or something like that) - so an external noise source doesn't get the stuff vibrating in sympathy, plus lead sheets plastic response (if you hit a steel bar with a hammer it rings and hurts, hit lead sheet and you get a dimple as the metal flows out of the way) which I guess causes high energy loss for vibrations so sound is turned into heat.