Need Help With Transfer Many Records Between Tables

Hi!
I have 2 tables (both have the same structure):
ID -> bigint (identity, not for replication, primary key)
Url -> nvarchar(1000)
MainUrl -> nvarchar(1000)

Tbl1 cantains about 0,5 mln records, and tbl2 - 1 mln.
What I need, is to copy records from tbl2 to tbl1. But records in tbl1 are unique, and it can't change. (Unique must be only "Url"; (and ID, but it's automatic)). How can I do this in fast way? Now I'm using SELECT for each record in tbl2 to see if it exist in tbl1. But it's a bit slow... Is there any faster method? (One thing: I'm beginner in databeses, so I'm wrote VB application to transfer records. How can I do it using only Microsoft Sql server?)
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I'm forgot to write, I'm using MsSql 2005.