How to generate many random various numbers?

Use LINQ:

public IEnumerable<int> GenerateRandomSequence(int min, int max)
{
    var rnd = new Random();
    return Enumerable.Range( min, max-min ).OrderBy( n => rnd.Next() );
}

You'll need a reference to System.Core to use this, and a version of .NET that supports LINQ.

return Enumerable.Range( min, max-min ).AsParallel().OrderBy( n => rnd.Next() );

To use:

foreach(var number in GenerateRandomSequence(10,500))
{
   // Do something with number
   Console.WriteLine(number);
}

The above code generates a non-repeating random sequence of numbers between 10 and 500.