Why does the code return the same 5 random numbers every time

Question

When I call the GenerateLotteryNumber method 5 times it returns the same 5 numbers:

    Lottery myLottery = new Lottery();
    String temp;
    temp = myLottery.GenerateLotteryNumber().ToString();
    txtLotteryNumbers.Text = temp;  

    for (int i = 0; i < 4; i++)
    {
        txtLotteryNumbers.Text += ", " + myLottery.GenerateLotteryNumber().ToString();
    }


    public class Lottery
    {
        public int GenerateLotteryNumber()
        {
            Random rnd = new Random();
            int randomValue = rnd.Next(1, 41);
            return (randomValue);
        }
    }