Macro to filter rows of one workbook based on list of values in another workbook.

The first single spreadsheet workbook contains five un-named columns with 50,000 rows of data. The second workbook is a single column list of values to filter on.

What I am looking for is a macro to filter out rows in the first workbook where the field in the second column does not match the data in the first column of the second workbook.

I would be automating this process with with the use of a third party program called Convert XLS which would call the macro to filter out the unmatched rows as part of a larger automated task that would then take the filtered data and import it into a database. Since many of these spreadsheets would be processed concurrently, I would be looking for the fastest way possible.