My neighbor behind me keeps their back porch light on, help?

I am losing sleep, i am one of those people that need to have the room very dark to sleep. My backyard neighbor keeps their very bright back porch light on all night! It shines through my curtains and illuminates my bedroom and i can't sleep. I have sliding gl doors in my room and have already have curtains and sheers underneath on my windows. I don't know if i should go knock on their door and ask them to turn it off? should i mail them a friendly card and ask them to turn it off? Or is it their right as a homeowner to leave it on??? I don't have the budget to go out and buy blackout theater curtains for my windows......it's keeping my kids up too, it shines in their rooms too. Any advice?