The Randomize statement is absolutely necessary for generating a random sequence.
The Rnd function is a routine that generates the next number using a function which among other things, is based on the previous value generated. Therefore, it is necessary to Seed the random number generator before you start a new sequence. The Randomize statement is the seeding process, and it uses both date and current time (down to milliseconds I think) to seed the generator, thus the likelihood that you'll ever seed the generator with the same value twice is highly highly unlikely. That way, you'll probably never see the same sequence twice.
Good Luck
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As a circle of light increases so does the circumference of darkness around it. - Albert Einstein