I need a macro urgently, please help

Hi,
I urgently need a macro created to do the following.

I have attached a file here, in that file i have 2 sheets. One is a large list and another one is a smaller list. I need to filter the small list in the large list and replace the X in front of them with Y. For example

in sheet 1 if 709102 (from sheet 2) is found in sheet 1, replace the X in column B of sheet 1 with Y. This list is just a sample and the actual lists are about 4000-10000 and 200 in number. If possible please also suggest me how to use the property xlAdvancedFilter in VBA.

Thanks in advance.