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It depends on what you want to select. If you want only those rows of file1 where field 1 is in file2 than use:

awk 'BEGIN{FS="|"}NR==FNR{a[$1]=$1;next}a[$1]' file2 file1 >selected_lines

If...

awk -F, '!a[$1,$2,$3]++' UnixEg.dat


i tried above, but got an error
a[$1,$2,$3]++': Event not found






guess could be beacause of ! . escaped by \

awk -F, '\!a[$1,$2,$3]++'...

Try this:
awk 'NR==FNR{a[$1];next}!(substr($0,1,5) in a)' file2 file1


Use nawk or /usr/xpg4/bin/awk on Solaris.