uh? so you have three tables...
| your_prodict_id | your stuff
| their_product_id | their stuff |
| your_product_id | their product_id |
I don't know how to write the query but I think you should want to select those products in their table, which do not match their product_id in your cross_reference table.
WHERE their_product_id NOT IN
( SELECT their_product_id