Ok.
1. Choose "Create Query in Design View" from the query tab.
2. A window will pop up listing your tables. Add both the tables that you want to compare by clicking on each name and choosing Add. Close the pop-up window.
3. You are now looking at the query design screen with two tables in it. Click on First Name in table #1 and drag it across to table #2 First Name. A line will be drawn between First Name in table #1 and First Name in table #2. Repeat with Last Name.
4. You can now add fields to the grid either by drag-and-drop or by double-clicking on the fields.
5. Choose View->Datasheet View to see the results of your query.
Building a query in this way, you will end up with the default join which is "Only include rows where the joined field from both tables are equal". You can edit this by clicking on the line between the names and choosing Join Properties. If you change the join type for First Name, make sure you choose the same join for the Last Name.
You can also apply these ideas to the query built for you by the wizard. Using the Find Unmatched Query, add a join for Last Name by the method described above. You will find that the join created by the wizard is "Include ALL records from Table #1 and only those records from table #2 where the joined fields are equal." Change the join that you have just made to match.