Filtering Out One Column With Values From Another

I am trying to do is filter out one column of data with another. Basically if a value from column A is in column B... delete it.

Here is code that I am using:

Sub filter_out()
' filter_out Macro
' this will scan one column and remove cells from it that
' are in it that are in another column

Dim INV As Range
Set INV = ActiveSheet.Range("A2")
Dim MW As Range
Set MW = ActiveSheet.Range("B2")

I keep getting object errors and it fails...