If you are using MySQL 4.1 or greater, you can use a subquery:
Code:
mysql> create table clientinf ( id_client int(11), desc_client varchar(50) );
Query OK, 0 rows affected (0.00 sec)
mysql> create table soldlots ( id_lot int(11), id_client int(11), desc_lot varchar(50) );
Query OK, 0 rows affected (0.00 sec)
mysql> insert into clientinf values (1, 'Client 1'), (2, 'Client 2'), (3, 'Client 3');
Query OK, 3 rows affected (0.00 sec)
Records: 3 Duplicates: 0 Warnings: 0
mysql> insert into soldlots values (1, 1, 'Sold to Client 1'), (2, 1, 'Also sold to Client 1'), (3, 3, 'Sold to Client 3');
Query OK, 3 rows affected (0.00 sec)
Records: 3 Duplicates: 0 Warnings: 0
mysql> select * from clientinf where id_client not in (select id_client from soldlots);
+-----------+-------------+
| id_client | desc_client |
+-----------+-------------+
| 2 | Client 2 |
+-----------+-------------+
1 row in set (0.01 sec)
mysql>
That doesn't match up exactly with the query you posted, but I'm not quite sure I'm following what is stored in each table. If you need more help, it would probably be a good idea to post the results of "show create table" or "describe" for clientinf and soldlots.
Hope that helps.