Creating a list of numbers c#

I've been looking around and trying to make this work but I think I'm too unexperienced and soon I've give up! This is the beginning of my program:

       int ChosenRandom;


        Console.WriteLine("Choose how many random numbers yu want: ");     
        ChosenRandom = int.Parse(Console.ReadLine());                    //Input from user

        Random rnd = new Random(); 
        int RandomNumber = rnd.Next(0, 10);

        //Insert list

        Console.WriteLine("Random numbers: "+RandomNumber);
        RandomNumber = int.Parse(Console.ReadLine());

After I've asked the user to choose how many random numbers he/she wants, I want the program to generate a list with those visible on the screen.So could someone help me and also explain how it's working so that I get it... and doesn't have to ask again =)

Thanks.