Performance issue with generation of random unique numbers

Question

I have a situation where by I need to create tens of thousands of unique numbers. However these numbers must be 9 digits and cannot contain any 0\'s. My current approach is

Answer 1

Looking at the solutions already posted, mine seems fairly basic. But, it works, and generates 1million values in approximate 1s (10 million in 11s).

public static void generateIdentifiers(int quantity)
{
    HashSet uniqueIdentifiers = new HashSet();

    while (uniqueIdentifiers.Count < quantity)
    {
        int value = random.Next(111111111, 999999999);
        if (!value.ToString().Contains('0') && !uniqueIdentifiers.Contains(value))
            uniqueIdentifiers.Add(value);
    }
}