One to many query question

Hi, I'm having trouble with what I think should be an easy query.  For
simplicity, I will use a CD database as an example.  Each CD may have
multiple genres.  Here's some sample data:

Artist                  Title                           Genres
----------------------  ------------------------------  ----------------
Miles Davis        Some Kind of Blue        Jazz
Metallica        Ride the Lightning        Rock
Chemical Brothers    Surrender            Electronic
Radiohead        OK Computer            Rock, Electronic

For simplicities sake, let's ignore normalization on artist and genre,
and say the tables look like:

CREATE TABLE cd (id integer unique,artist varchar(25),title varchar(25)
);

CREATE TABLE cd_genres (cd_id integer,genre varchar(25)
);

How do I write a query to find all CDs that are NOT Rock?  A co-worker
showed me the following query:

SELECT cd.*, rock.genre AS rock, jazz.genre AS jazz, electronic.genre AS electronic
FROM cd LEFT JOIN cd_genres rock ON   (cd.id = rock.cd_id AND rock.genre = 'Rock') LEFT JOIN cd_genres jazz ON   (cd.id
=jazz.cd_id AND jazz.genre = 'Jazz') LEFT JOIN cd_genres electronic ON   (cd.id = electronic.cd_id AND electronic.genre
='Electronic');
 

This produces the following results, which seems to essentially
de-normalize the data:
id |      artist       |       title        | rock | jazz | electronic
----+-------------------+--------------------+------+------+------------ 1 | Miles Davis       | Some Kind of Blue  |
  | Jazz | 2 | Metallica         | Ride the Lightning | Rock |      | 3 | Chemical Brothers | Surrender          |
|     | Electronic 4 | Radiohead         | OK Computer        | Rock |      | Electronic
 
(4 rows)

Then to filter out those NOT Rock, I can add a:
 WHERE rock.genre IS NULL

While, this *does* work, I have this feeling there is a better way
(and I'm not sure of the performance).  If I add more genres, I have
to add more LEFT JOINs.  I *could* actually create a column per genre,
but this means adding and removing genres requires an alter table.
And I'd rather actually normalize further such that the list of genres
is in its *own* table.

Any thoughts?  I'm pretty much a SQL newbie, so pointers to good books
or articles would also be helpful.

Thanks!

-Dave