If you have a standard galvanized tank you may need a air-release. It has a float that lets excess air out when the air level gets too high. Basically you have the reverse of being water logged and the air is exiting out the tank and into your plumbing lines. Your neighbor probably draws the water down a little lower than you do out of the tank which is why he doesn't get any air. Some wells naturally make airs others have an air injector set-up that will auto-matically add air and you need a working air release to get rid of the excess air.