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..864.29 rows=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