I found 5 companies selling window film that claim to be just the answer to your problem.
I have personally used Gila and 3M and noticed almost no difference.
I's easy to apply, just wet the window with soapy water and peel the backing off of the film as you wet it.
Start in a corner and blow the film against the glass. It clings to the wet window while you squeegee out the water.
A little final trimming and you're done.
I have to say, it does make a difference in a hot room with direct sunlight.
If this doesn't make the room cooler, there's something else wrong.