Using Random.Next() inside a function seems biased

I wrote a function to randomize a list and got weirdly biased results. Maybe because Random() was instantiated inside the function body. See this simple example and how the results differ. What am I missing? How should I use Random inside a function?

    Function testshuffle() As Integer
        Dim rng As New Random
        Return rng.Next(4)
    End Function

    Dim listO As New List(Of String)
    For i = 1 To 100000
        listO.Add(testshuffle.ToString)
    Next

    Debug.WriteLine(listO.FindAll(Function(p) p = "0").Count.ToString, "0")
    Debug.WriteLine(listO.FindAll(Function(p) p = "1").Count.ToString, "1")
    Debug.WriteLine(listO.FindAll(Function(p) p = "2").Count.ToString, "2")
    Debug.WriteLine(listO.FindAll(Function(p) p = "3").Count.ToString, "3")

the result is:

0: 30393
1: 17924
2: 15162
3: 36521

on the other hand this code:

    Dim r As New Random
    For i = 1 To 100000
        listO.Add(r.Next(4).ToString)
    Next

results in :

0: 24743
1: 25086
2: 25028
3: 25143