Array Contains Performance

Question

I have a program which works with arrays and at some point I have to check if a lsit of values are inside an array, the function that does this takes about 70% of the program CP

Answer 1

I found a method, thanks to @sous2817 comment, that works perfectly for me.

public static int[] GetRandomNumbers(int count, Random RNG)
    {
        HashSet randomNumbers = new HashSet();
        for (int i = 0; i < count; i++)
            while (!randomNumbers.Add(RNG.Next(count))) ;
        return randomNumbers.ToArray();
    }

This works ~10 times faster then what I was doing and works nicely with the rest of my program.I needed the code to be "linear" so other solutions mess my program. Anyway, thanks to everyone that helped :)