Random Number Generation - Same Number returned

Possible Duplicates:
c# - getting the same random number repeatedly
Random number generator not working the way I had planned (C#)

I have a method that builds a queue of ints:

public Queue<int> generateTrainingInts(int count = 60)
    {
        Queue<int> retval = new Queue<int>();

        for (int i = 0; i < count; i++)
        {
            retval.Enqueue(JE_Rand.rInt(2001, 100));
        }

        return retval;
    }

JE_Rand.rInt() is just a function that delegates to a function of the Random class:

public static int rInt(int exclUB, int incLB = 0)
    {
        Random rand = new Random(DateTime.Now.Millisecond);
        int t = rand.Next(incLB, exclUB);
        rand = null;            
        return t;
    }

But when I call generateTrainingInts, the same number is enqueued each time. However, if I change rInt to use a static instance of the Random class, instead of a local instance (with function scope as it is defined above), then it appears to work correctly (enqueue random integers). Does anybody know why this happens?

Edit: Dear Answerers who didn't read my question thoroughly, Like some of you pointed out, I am looking for a good explanation of why this happens. I am not looking for a solution to the same-number-generated problem, because I already fixed that like I said above. Thanks for your enthusiasm though :) I really just want to understand things like this, because my first implementation made more sense conceptually to me.