filtering

Hi,

I have a 14 million row table with one index on two fields one is a varchar
the other is a date. The combination of the two makes the row unique.

Data
-----------------
name date ... other fields
a 1/1/01
a 1/2/01
a 1/3/01
b 1/1/01
b 1/2/01
d 1/1/01
d 1/2/01

I have a table with just the names. each name occurs once.
UName
---------
name
a
b
c
d

I've tried a number of queries to find which name is in UName but not in
Data. However, they are all taking too long (more than 30 minutes - but
the hard drive is a slow 4200rpm IDE....).

What is the quickest query to get the result that I want? Also, should I
put another index on the Data table for "name" only?

Thanks