To add to what Greame says, don't do it like that.
Declare a single Random instance at class level:
private Random random = new Random();
Or:
private static Random random = new Random();
and us that instead. The reason why is simple: when you create a Random instance, it is initialized from the system clock which has a fint=ite resolution and modern processors are well and truly capable of executing many instructions during a single tick of the clock. As a result, if you create a Random instance each time you want to use it, there is a very good chance that you will get the same sequence repeatedly if you execute the same code in a loop.
Creating a single instance means that doesn't happen, unless the random sequence itself actually contains duplicates.