Questions about SQL statements are generally better in our Database Development forum, as many 'experts' regularly go there - you are lucky that I saw this thread! (I can move the thread there if you want)

A simple sub-query should work nicely...
Code:
SELECT idMember, [Name], Surname
FROM Member
WHERE idMember NOT IN (SELECT idMember FROM History GROUP BY idMember)
(the Group By part is only to make it faster - it is basically a 'Distinct')