MySQL "NOT IN" query

I wanted to run a simple query to throw up all the rows of `Table1` where a principal column value is not present in a column in another table (`Table2`). I tried using: SELECT * FROM Table1 WHERE Table1.principal NOT IN Table2.principal This is instead throwing a syntax error. Google search led me to forums where people were saying that MySQL does not support `NOT IN` and something extremely complex needs to be used. Is this true? Or am I making a horrendous mistake?