slow query - where not in

here is the query that is killing me:

select shoporder from sodetailtabletrans where shoporder not in(select
shoporder from soheadertable)

This is just an example query. Any time I use 'where not in(' it takes several
hours to return a resultset. The postgres version is 7.2.3 although I have
tried it on my test server which has 7.3 on it and it runs just as slow. The
server is a fast server 2GHz with a gig of ram.  I have tried several
differant index setups but nothing seems to help.

soheadertable - 5104 rows
CREATE TABLE "soheadertable" (
   "shoporder" numeric(10,0) NOT NULL,
   "initrundate" date,
   "actualrundate" date,
   "processedminutes" numeric(10,0),
   "starttime" timestamptz,
   "endtime" timestamptz,
   "line" int4,
   "personcount" numeric(10,0),
   "product" varchar(15),
   "qtytomake" numeric(10,3),
   "linestatus" numeric(2,0) DEFAULT 1,
   "finishlinestatus" numeric(2,0) DEFAULT 1,
   "qtyinqueue" numeric(10,3),
   "lastcartonprinted" numeric(10,0),
   "qtydone" int8,
   "warehouse" text,
   "rescheduledate" date,
   "calculateddatetorun" date
);
CREATE  UNIQUE INDEX "shoporder_soheadertable_ukey" ON "soheadertable"
("shoporder");

sodetailtabletrans - 31494 rows
CREATE TABLE "sodetailtabletrans" (
   "shoporder" numeric(10,0) NOT NULL,
   "soseq" numeric(5,0) NOT NULL,
   "product" char(15) NOT NULL,
   "qtyqueued" numeric(17,2),
   "qtyneeded" numeric(17,2),
   "qtyallocated" numeric(17,2),
   "qtyused" numeric(17,2),
   "linestatus" numeric(2,0) DEFAULT 1,
   "unitsperenditem" numeric(10,1),
   CONSTRAINT "sodetailtrans_pk" PRIMARY KEY ("shoporder", "soseq")

-Jeremiah Elliott
jelliott@artcobell.com
);