How to get the difference between two lists?

[Ken Ray]

I've got two lists - one with is the "comprehensive" list that is
return-delimited, like:

3
5
6
7
11
14
18
21

And another list which is the list I would like to *remove* from the
comprehensive list:

5
6
11
18

Which should give me:

3
7
14
21

I can of course do a repeat loop through the small list and remove those
items from the comprehensive list, but I'm wondering if there's a faster way
to do this. The numbers will always be sorted in ascending numeric order,
but there may be thousands of them, so I'm not looking forward to a repeat
loop. 

Any ideas?

Ken Ray
Sons of Thunder Software
Web site: http://www.sonsothunder.com/
Email: kray at sonsothunder.com