Error while creating Unique Index in SQL Server: Incorrect syntax near 'NOT'

I'm trying to create unique key constraint with some condition like following:

 CREATE UNIQUE NONCLUSTERED INDEX UQ_MyTable_TypeKey ON [dbo].[MyTable]([TypeKey] ASC)
 WHERE [TypeKey] NOT IN(55555,75555)

But it's showing run time error as 

Incorrect syntax near 'NOT'

Although working fine without NOT as:

 CREATE UNIQUE NONCLUSTERED INDEX UQ_MyTable_TypeKey ON [dbo].[MyTable]([TypeKey] ASC)
 WHERE [TypeKey] IN(55555,75555)

Any one has any clue here?