>Try using a left join.
>
>select * from table1 left join table2 on table1.keyfield = table2.keyfield
> where isnull(table2.keyfield)
>
>This will return only the records from table1 where there is no match in table2.

Thanks, Steve, but it's still extremely slow. I think internally that's exactly what my code does...so, same problem, I think - it cannot use the index in any helpful way.