You can use an outer join like this:
Select Code,Name,SIZE
FROM TableA a
left OUTER JOIN TABLEB b
ON a.code = b.code
AND a.Name = b.Name
AND a.SIZE = b.SIZE
WHERE b.code IS NULL
OR b.name IS NULL
OR b.SIZE IS NULL
If you had used Oracle you could have used an IN clause like this:
Select Code,Name,SIZE
FROM TableA a
WHERE (Code,Name,SIZE) NOT IN (SELECT Code,Name,SIZE FROM TableB)
<edit>I revisited because of Maciejs comment and realized what was wrong with your "Exists" query, it should look like this:
Select Code,Name,SIZE
FROM TableA Tb1
WHERE NOT EXISTS (
SELECT 1
FROM TableB Tb2
WHERE Tb1.Code = Tb2.CODE
AND Tb1.Name = Tb2.Name
AND Tb1.Size = Tb2.SIZE
)
In the end it's probably getting the same plan as the join query but it's worth testing.</edit>