Use the extra paramtere overload of the function:
public FieldCompareSetPredicate(
IEntityField field,
IEntityField setField,
SetOperator operatorToUse,
IPredicate filter,
bool negate
)
The last parameter is bool negate.
I also guess you can try this code out:
filter.Add( ! new FieldCompareSetPredicate(OrderFields.OrderID, OrderInvoiceFields.NewInvoiceOrderID, SetOperator.In, null));
Note the '!'.