Generating random, unique values C#

I'm calling NewNumber() regularly, but the problem is I often get repeated numbers.

Random.Next doesn't guarantee the number to be unique. Also your range is from 0 to 10 and chances are you will get duplicate values. May be you can setup a list of int and insert random numbers in the list after checking if it doesn't contain the duplicate. Something like:

public Random a = new Random(); // replace from new Random(DateTime.Now.Ticks.GetHashCode());
                                // Since similar code is done in default constructor internally
public List<int> randomList = new List<int>();
int MyNumber = 0;
private void NewNumber()
{
    MyNumber = a.Next(0, 10);
    if (!randomList.Contains(MyNumber))
        randomList.Add(MyNumber);
}

You might try shuffling an array of possible ints if your range is only 0 through 9. This adds the benefit of avoiding any conflicts in the number generation.

var nums = Enumerable.Range(0, 10).ToArray();
var rnd = new Random();

// Shuffle the array
for (int i = 0;i < nums.Length;++i)
{
    int randomIndex = rnd.Next(nums.Length);
    int temp = nums[randomIndex];
    nums[randomIndex] = nums[i];
    nums[i] = temp;
}

// Now your array is randomized and you can simply print them in order
for (int i = 0;i < nums.Length;++i)
    Console.WriteLine(nums[i]);

NOTE, I dont recommend this :). Here's a "oneliner" as well:

var result = Enumerable.Range(0,9).OrderBy(g => Guid.NewGuid()).ToArray();

I'm posting a correct implementation of a shuffle algorithm, since the other one posted here doesn't produce a uniform shuffle.

As the other answer states, for small numbers of values to be randomized, you can simply fill an array with those values, shuffle the array, and then use however many of the values that you want.

The following is an implementation of the Fisher-Yates Shuffle (aka the Knuth Shuffle). (Read the "implementation errors" section of that link (search for "always selecting j from the entire range of valid array indices on every iteration") to see some discussion about what is wrong with the other implementation posted here.)

using System;
using System.Collections.Generic;

namespace ConsoleApplication2
{
    static class Program
    {
        static void Main(string[] args)
        {
            Shuffler shuffler = new Shuffler();
            List<int> list = new List<int>{ 1, 2, 3, 4, 5, 6, 7, 8, 9 };
            shuffler.Shuffle(list);

            foreach (int value in list)
            {
                Console.WriteLine(value);
            }
        }
    }

    /// <summary>Used to shuffle collections.</summary>

    public class Shuffler
    {
        public Shuffler()
        {
            _rng = new Random();
        }

        /// <summary>Shuffles the specified array.</summary>
        /// <typeparam name="T">The type of the array elements.</typeparam>
        /// <param name="array">The array to shuffle.</param>

        public void Shuffle<T>(IList<T> array)
        {
            for (int n = array.Count; n > 1; )
            {
                int k = _rng.Next(n);
                --n;
                T temp = array[n];
                array[n] = array[k];
                array[k] = temp;
            }
        }

        private System.Random _rng;
    }
}