How do I check if string exist in list?

Try this code:

using System;
using System.Collections.Generic;

class Program
{
    static Random rand  = new Random();

    static void Main()
    {
        Console.Write ("How many unique 4 digit random numbers do you want to generate? : ");
        int x = int.Parse(Console.ReadLine());
        List numbers = new List(x);
        numbers.Add(rand.Next(0,10000)); // first one must be unique
        bool unique;
        int num = 0;
        for (int i = 1; i < x; i++)
        {         
           unique = false;
           while(!unique)
           {
              num = rand.Next(0,10000);
              if (numbers.IndexOf(num) == -1)  // if unique
              {               
                numbers.Add(num);
                unique = true;
              }
           }    
        }
        Console.WriteLine("\nThe {0} random numbers are :\n", x);
        foreach(int number in numbers)
        {
           Console.WriteLine(number.ToString("D4"));
        }
        Console.ReadKey();   
    }
}