how to generate a RANDOM NUMBER in VHDL

you can use a lfsr
http://en.wikipedia.org/wiki/Linear_feedback_shift_register

This is no random number. These numbers are dedicated and only hard to 
estimate. real random numbers can only ge generated from non dedicated 
information sources like temprature, radiation and such thigs.

you have to scan your environment and bring them into your system with 
an ADC influencing random number generators perhaps.

you can find an approch here in this forum at:
http://www.mikrocontroller.net/articles/Digitaler_Zufallszahlengenerator_in_VHDL 
(german only)

Do you need the random for security eg. crypto ?