Unique Number Generator

As for as I know, globally unique numbers cannot be generated using 5 digit numbers.
So, a list of numbers already generated is required, to check for the uniqueness of number generated. The Next(Min, Max) method of Random class explained here
Random.Next Method (Int32, Int32)[^]
can be used to generate a random number which is equal to or more than Min and less than Max.
The following code can be used to generate a unique 5 digit number

Sub Main
    Dim random As New Random(1)
    Dim uniqueNumbers As New List(Of Integer)()
    Dim randomNumber As Integer
    For i As Integer = 0 To 10000
        randomNumber = random.Next(10000, 100000)
        If uniqueNumbers.Contains(randomNumber) Then
            Console.WriteLine(randomNumber)
        Else
            uniqueNumbers.Add(randomNumber)
        End If
    Next
    uniqueNumbers.Dump()
End Sub

The above code snippet can be tested in LINQPad which can be downloaded from here
http://www.linqpad.net/[^]