Others have provided some good answers in SQL, but you may wish to use some of the built-in functionality of Access.
When I'm in the query screen (in Access XP/2002, but it should be the same for Access 2003), I can click New
and then there is an option for Find Unmatched Query Wizard
. This will walk you through a series of dialog boxes that help you set up the query you are looking for. You will need to have "List1" and "List2" (from your example) already defined before going through this wizard.
After you have this set up, you'll be able to see how Access created the query, which is a great way to learn.