How Do I Exclude Data From One Table Based On Data From Another?

I have a table called MasterSkillList which is a list of skills and attributes, eg: [Appraise, INT], [Bluff, CHA] etc

I have a table called Classes, which is a list of all classes available (and some details which are irrelevant), eg: [Fighter], [Assassin] etc.

I also have a table called ClassSkills which holds a list of classes and their applicable skills, eg: [Assassin, Bluff], [Assassin, Open Lock], [Fighter, Appraise], [Fighter, Bluff] etc.

 What I have is a gridview which shows all my classes from the class table. i want to be able to select a class on that gridview and create a checkbox list of all available skills that are NOT allready associated with that class. Eg: assassin has bluff and open lock, so those two skills shouldn't appear on my checkbox list. So i want to show all the skill from the master skills list, excluding all the skills the selected class allready has.

 Alternatively, It would be better if there was a way to display all the skills in existance on my checkboxlist and the ones that class allready has to be checked. Any suggestions?

Here's the query I have: 

SELECT     MasterSkillsList.Skill
FROM         ClassSkills INNER JOIN
                      MasterSkillsList ON ClassSkills.Skill = MasterSkillsList.Skill
WHERE     (MasterSkillsList.Skill <> ClassSkill.Skill)

 Edit:

I just added the following sql query, but when i run it i get no results even though it should show everything except 2 skills. Have I written it wrong?

SELECT     Skill
FROM         MasterSkillsList
WHERE     (NOT EXISTS
                          (SELECT     Skill
                            FROM          ClassSkills
                            WHERE      (ClassName = @ClassName)))