Control over random value

I use a random for browse list I do like this:

var oServer = new SmtpServer("");
var random = new Random();
var randomIndex = random.Next(list.Count());
var socks = list[randomIndex];

oServer.SocksProxyServer = socks.IpAddress.ToString();
oServer.SocksProxyPort = socks.Port;

I want that if value selected, will be not selected again in next. I want that it choose another value.

What I should do?