The DIFFERENCE Method has no equivalent in TSQL.
It is also refered to as MINUS and is simply all the rows that are in the First table but not the Second.

The argument order of the method is important. That is: Difference(First, Second) != Difference(Second, First)

There is only the one signature for this method.
In summary the code works as follows:

  Create new empty table
  Create a DataSet and add tables.
  Get a reference to all columns in both tables
  Create a DataRelation
  Using the DataRelation add rows with no child rows.
  Return table

public static DataTable Difference(DataTable First, DataTable Second)

{

      //Create Empty Table

      DataTable table = new DataTable("Difference");

      //Must use a Dataset to make use of a DataRelation object

      using(DataSet ds = new DataSet())

      {

            //Add tables

            ds.Tables.AddRange(new DataTable[]{First.Copy(),Second.Copy()});

            //Get Columns for DataRelation

            DataColumn[] firstcolumns  = new DataColumn[ds.Tables[0].Columns.Count];

            for(int i = 0; i < firstcolumns.Length; i++)

            {

                  firstcolumns[i] = ds.Tables[0].Columns[i];

            }

            DataColumn[] secondcolumns = new DataColumn[ds.Tables[1].Columns.Count];

            for(int i = 0; i < secondcolumns.Length; i++)

            {

                  secondcolumns[i] = ds.Tables[1].Columns[i];

            }

            //Create DataRelation

            DataRelation r = new DataRelation(string.Empty,firstcolumns,secondcolumns,false);

            ds.Relations.Add(r);

            //Create columns for return table

            for(int i = 0; i < First.Columns.Count; i++)

            {

                  table.Columns.Add(First.Columns[i].ColumnName, First.Columns[i].DataType);

            }

            //If First Row not in Second, Add to return table.

            table.BeginLoadData();

            foreach(DataRow parentrow in ds.Tables[0].Rows)

            {

                  DataRow[] childrows = parentrow.GetChildRows(r);

                  if(childrows == null || childrows.Length == 0)

                        table.LoadDataRow(parentrow.ItemArray,true);   

            }

            table.EndLoadData();

      }

      return table;

}