I thought I understood, but I get an "unknown error in XPath" on line 12.
Here is the xsl I'm using: (also tried putting wrapping the key() method with a boolean() method.
--
<xsl:stylesheet version="1.0" xmlns:xsl="http://www.w3.org/1999/XSL/Transform">

<xsl:param name="previous"/>

<xsl:key name="links" match="a" use="@href"/>

<xsl:output method="text"/>

 <xsl:template match="a">
  <xsl:variable name="href" select="@href"/>
  <xsl:for-each select="document($previous)">
   <xsl:if test="not(key('links', $href))">
     <xsl:value-of select="$href"/>
   </xsl:if>
  </xsl:for-each>
 </xsl:template>

</xsl:stylesheet>
--

Also, it would seem by looking at it, that it would walk through all the elements of document($previous) for every matching "a" element. Shouldn't building a key eleminate the need to walk through the tree each time?

Guy