Generating unique random numbers

Hello all, Is it possible to generate random numbers that are "unique" in O(1) in Haskell? I mean something like the GUID-thingy Windows uses. Of course, I could create unique numbers by incrementing a global value, but for security reasons I need random numbers. Also, I could use a list of numbers already in use, but this would mean that I'd not be able to generate a new number in O(1). Any ideas? Regards, Robert