How does the C# Random class work

I wanted to understand how the C# Random.next() worked so I started searching up some things and I red it gets a random seed from the clock like this: DateTime.Now.Millisecond. So I thought if you create a lot of Random objects in a row it will spit out the same number, I wanted to check that and created this code snippet.

static void Main(string[] args)
        {
            Random rn;
            while (true)
            {
                rn = new Random();
                Console.WriteLine(DateTime.Now.Millisecond.ToString());
                Console.WriteLine(rn.Next(10));
            }

        }

And when I ran this I got of course a lot of number which where the same, but what I thought was when the DateTime.Now.Millisecond is going to change, it also will change the random number, but this is not the case as you can see in this output.

9
127
9
127
9
127
9
127
9
127
9
127
9
127
9
128
9
128
9
128
9
128
9
128
9

So why doesn't the random number changes when the DateTime.Now.Millisecond change? Please note I just started learning C# so I am sorry if I made a lot of mistakes.