Ziggurat Random Number Generator (RNG) r4_nor generate same random numbers

I am using r4_nor to generate random numbers in a program. I run the program, it will generate a set of random numbers. Then I stop the program. When I run the program second time, r4_nor generate the same sets of random number. I tried many time, run and stop the program. The strange thing is if I make a do loop in the program to call r4_nor many times, it will give different sets of random numbers. What is the difference? I have set the array for random numbers to zero before call r4_nor. So it is not because of the values in the array. Any ideas? Thanks.