Pseudo random numbers are so called because they are mathematically determined rather than naturally generated.
They are, however, sufficiently useful for most programmatic purposes, guaranteeing an unbiased selection from all possible integer values up to 4,294,967,295, or a specified integer number range, or decimal values from 0.0 up to, but not including 1.0.
The mathematical process starts with a seed value. Unlike many Random implementations, the .Net version appears to use a different seed value each time an application is run.
You can influence the sequencing of random numbers by providing your own seed. Be wary that the sequence of numbers using this seed will always be the same.