Set<Integer> numbers = new HashSet<Integer>();
Random r = new Random();
while (numbers.size() < 4) {
    numbers.add(r.nextInt());
}

int[] numbers = new int[4];
int number, j, i=0;
Random r=new Random();
while(i < 4) {
    number=r.nextInt();
    for(j=0; j < i; j++) {
      if(numbers[j]==number)
         break;
    }
    if(j == i)
      numbers[i++]=number;
}

var rand = new Random();
var list = new List<int>();

while(list.Count < 4)
{
    int r = rand.Next();

    if(list.All(x => x != r))
    {
        list.Add(r);
    }
}