Optimising Union Query.

Hi,

I've got a query that takes quite some time to complete. I'm not an SQL
expert so I'm not sure how to improve things.
I've done a explain analyze and as I expected the database has to check
every row in each of the three tables below but I'm wondering if I can
do it much quicker by a use of an index or something. Each of the three
tables could have several thousand entries in. Basically the tables
contain data recorded against time then every hour a script deletes
entries that more than so many hours old.

select l.name,l.id from pa i,locations l where i.location=l.id union
select l.name,l.id from andu i,locations l where i.location=l.id union
select l.name,l.id from idu i,locations l where i.location=l.id;

Thanks for any help,

Rob