Unique 4 digit random number in c#

I want to generate an unique 4 digit random number. This is the below code what I have tried

Code for generating random no

 //Generate RandomNo
    public int GenerateRandomNo()
    {
        int _min = 0000;
        int _max = 9999;
        Random _rdm = new Random();
        return _rdm.Next(_min, _max);
    }

The problem is I have received a random no with value 241 which is not a 4 digit number.Is there any problem with the code.

Any help will be highly appreciated.