delete orphaned records in SQL

hey all,

I want to write an sql statement to delete orphaned records from a detail
file (as relates to the header).

the files have a multi-field key relationship.  it's several key fields,
but I'll reduce to two for examples sake.

can I do something like this?

delete
  from detailfile
 where (dkey1, dkey2) in
       (select dkey1, dkey2
          from detailfile exception join
               headerfile
            on dkey1 = hkey1 and
               dkey2 = hkey2)

Thanks,

rick