I\'m trying to grasp the State Monad and with this purpose I wanted to write a monadic code that would generate a sequence of random numbers using a Linear Congruential Gene
You've got a couple great responses. What I do when working with the State monad is in my mind replace State s a with s -> (s,a) (after all, that's really what it is).
You then get a type for bind that looks like:
(>>=) :: (s -> (s,a)) ->
(a -> s -> (s,b)) ->
(s -> (s,b))
and you see that bind is just a specialized kind of function composition operator, like (.)
I wrote a blog/tutorial on the state monad here. It's probably not particularly good, but helped me grok things a little better by writing it.