SELECT 
    * 
FROM #Students AS s
WHERE
    s.[Year] = 2009
    AND NOT EXISTS
    (
        SELECT * 
        FROM #Students AS s2
        WHERE
            s2.StudentID = s2.StudentID
            AND s2.Programme = s.Programme
            AND s2.[Year] = s.[Year] - 1
    );

SELECT StudentID, Programme, Min([Year]) AS [Year]
FROM #Students
GROUP BY StudentID, Programme
HAVING Min([Year]) = 2009

CREATE TABLE #Students 
(
    StudentID   integer,
    Programme   varchar(20),
    [Year]      integer
);

INSERT #Students
    (StudentID, Programme, [Year])
VALUES
    (1, 'P1', 2000),
    (1, 'P2', 2001),
    (1, 'P1', 2002),
    (1, 'P3', 2003);

SELECT 
    * 
FROM #Students AS s
WHERE
    s.[Year] = 2002
    AND NOT EXISTS
    (
        SELECT * 
        FROM #Students AS s2
        WHERE
            s2.StudentID = s2.StudentID
            AND s2.Programme = s.Programme
            AND s2.[Year] = s.[Year] - 1
    );
    
SELECT StudentID, Programme, Min([Year]) AS [Year]
FROM #Students
GROUP BY StudentID, Programme
HAVING Min([Year]) = 2002