Why is the INTERSECT so slow?

Hi, I'm a new user to SQL and PostgreSQL so perhaps my questions below will be a little stupid so
please excuse me.

I do this:

CREATE TABLE t1 ( PRIMARY KEY (f1), f1 INTEGER, f2 INTEGER);
CREATE TABLE t2 ( PRIMARY KEY (f1), f1 INTEGER, f2 INTEGER);

Then I fill each of these tables with say, around 10000 rows.

When I do:

SELECT f2 FROM t1 WHERE f1 > 100;

It is amazingly fast! It takes less than 1 second. And it returns around 3000 rows.

I do then:

SELECT f2 FROM t2 WHERE f1 > 100;

It is also amazingly fast and returns around 4000 rows.

Then I do:

SELECT f2 FROM t1 WHERE f1 > 100 INTERSECT SELECT f2 FROM t2 WHERE f1 > 100;

And it is incredibly *SLOW*!!! I really don't understand, I run postmaster on a 400Mhz pc with 64 megs
of ram. What's happening? It is only an intersection of integers. If I had to do it in C, I would Quicksort
the results from the first query, Quicksort the results from the second query, then unique them, then
intersect them. On a 400 Mhz processor I think it would take less than 1 second. I tested my Quicksort
routines on a Pentium 120 and remembered it sorted more than 100000 integers per second. And a
unique algorithm when the elements are ordered is very fast. The same for an intersection algorithm. But
it takes more than 8 seconds for PostgreSQL to process the INTERSECT.

Is there an explanation? Is it my fault? Please help me I already switched from another database to this
one and hoped PostgreSQL would perform well :(

Dragos Stoichita, 19 year old student in electronics at ESIEE (http://www.esiee.fr)