Key concept is random seed - the initial piece of data from which the Random derives everything else. If the seed is the same then "random" sequence will be the same.
By default the seed is set to zero, which obviously leads to repeating sequences amongst program runs.
To avoid that, you can construct your Random like this:
Random rnd = new Random();
... which is, under the hood, is:
Random rnd = new Random(Environment.TickCount);
This will init the Random object with amount of milliseconds from the OS start. This will be different each time your program starts, so you'll get different random sequences each time.
