If you use *nix, you could just use comm:

sort -u file1 > file1.sorted
sort -u file2 > file2.sorted 
comm -23 file1.sorted file2.sorted
[download]

Produces this output:

adam
antony
mike
nick
peter
wolfgang
[download]

I know, I know... you're just dying to use Perl. Who isn't? :) Update: fixed typo