Real random numbers

Only if you have access to a source of genuine randomness. Computers are deterministic machines as as such cannot exhibit genuinely random behaviour. Brian Hayes has a decent introductory lecture on randomness, notes.

Common sources of genuine randomness are Geiger counters and keyboard events and video/audio recordings. The basic idea is that you record a signal and strip away the most significant frequencies, you should then be left with genuine randomness. In the case of key-press events, imagine that you type at the average speed of 5 keys per second. The computer will record the exact time between presses and only look at the number of remaining milliseconds after whole seconds, tenths of seconds and hundreds of seconds have been subtracted. The number of remaining milliseconds should give you a proper random distribution between 0 and 1000.

The problem with genuine random numbers is that (a) it is expensive or time consuming to make them and (b) you cannot repeat them. This is why usually a genuine random number is merely used to initiate a pseudo-random sequence which is much longer.