generate random numbers within a range with different probabilities

How can i generate a random number between A = 1 and B = 10 where each number has a different probability?

Example: number / probability

1 - 20%

2 - 20%

3 - 10%

4 - 5%

5 - 5%

...and so on.

I'm aware of some hard-coded workarounds which unfortunately are of no use with larger ranges, for example A = 1000 and B = 100000.

Assume we have a

    Rand()

method which returns a random number R, 0 < R < 1, can anyone post a code sample with a proper way of doing this ? prefferable in c# / java / actionscript.