If you're comparing two db's then one of them must be remote? Yes? then the network is likely to be the rate-limiting factor.

- If you have them on the same machine, try IPC as the protocol - never timed it, but logic says it should be faster.

- If not, have a word with the network chappie - perhaps you're only using 10Mz? (you shouldn't have probs with "thousands" of rows - I've do this kind of thing for 100'000 rows, avg.row length 500 - took something like 20 minutes).

As slimdave says, avoid a join like the plague.