Thursday Code Puzzler: Some String Manipulation

Another Thursday, another puzzle. The idea is simple: solve the coding problem as efficiently as you can, in any language or framework that you think is suitable. This week's one is a bit more practical than previous puzzles.

Note: Even though there really is nothing stopping you from finding a solution to this on the internet, try to keep honest, and come up with your own answer.  It's all about the participation!

Remove Characters From A String

Write a method that takes two String parameters string1 and string2. The method must remove all the characters from string2 that appeared in string1. Here's an example to make the problem clearer: 

string1: code

string2: puzzle

result: puzzl

If you wish, you can express the efficiency of the algorithm you come up with using Big O notation.