efficient deletes on subqueries

I have a very large table with > 1 million entries and I wish to delete rows
which match any entries in a second table.
What is the most efficient way of doing this?

CREATE TABLE AA (keyA integer NOT NULL, info TEXT);
CREATE TABLE obsolete_AA_entries (keyA integer NOT NULL);

I want to remove all entries from AA where keyA matches that from
obsolete_AA_entries,
i.e. SELECT * FROM AA NATURAL JOIN obsolete_AA_entries;

Both of the tables are UNIQUE indiced on keyA.

DELETE FROM AA WHERE EXISTS(         SELECT * from obsolete_AA_entries o where AA.keyA = o.keyA);
seems to be faster than
DELETE FROM AA where (keyA) in (SELECT * from obsolete_AA_entries);

However, both are sequentially going through AA which is huge rather than
looking up values one by one from obsolete_AA_entries which is small.
How do I persuade the database to change its query strategy?
Thanks a lot
Llew