How can I block cigarette smoke from blowing in with my window fan?

I have extremely inconsiderate neighbors that stay awake all hours of the night smoking away like chimneys on their back patio. I have a window fan that I use to sleep with and enjoy having the cool night air blow in using the intake setting. The problem is my bedroom is right where they smoke and I get woken up at 4 in the morning to the smell of cigarettes in my room. It's annoying. I know the obvious solution is to switch my fan to exhaust which will not allow the smoke in, but I like letting the cool air in. Is there any type of filter I can make or something along that line that can prevent that smell from entering? I'm at a loss with these people. I just purchased 4 nature sound cd's to help me stay sleeping when these people let their puppy yap and bark toward my bedroom window, so please help...