Query runs very slowly in Postgres, but very fast in other DBMS

Tables:

CREATE TABLE dok ( dokumnr NUMERIC(12),           CONSTRAINT dok_pkey PRIMARY KEY (dokumnr) );
CREATE TABLE rid ( dokumnr NUMERIC(12) );
CREATE INDEX rid_dokumnr_idx ON rid (dokumnr);

Query:

SELECT dokumnr FROM rid WHERE dokumnr NOT IN
(select dokumnr FROM dok);

runs VERY slowly in Postgres. It uses the following query plan:

Seq Scan on rid  (cost=0.00..28698461.07 rows=32201 width=14) Filter: (NOT (subplan)) SubPlan   ->  Seq Scan on dok
(cost=0.00..864.29rows=10729 width=14)
 

In Microsoft Visual FoxPro this query runs fast. FoxPro uses indexes speed 
up the query by comparing bitmaps.

Is it possible to speed up this query is Postgres ? How to force Postgres to 
use indexes for this query ?

Andrus