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MySQL speed up query with index?

I am comparing 2 tables each with common field called mniNum and removing duplicate records from the one table by comparing records in each table.   If I create an index in each table using the common field will that help speed up the process?

What else can I do to speed up a query that must compare each record between two tables?
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theGhost_k8
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surely it will. use Explain <QUERY> to find out index hints.
If you can post your queries and table definition it'd be clear picture.
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Leo Torres
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Ltorres,  will delete also be increased in addition to insert times when there is an index?  I am actually comparing the tables and removing records.