This is genius; I could have used this a couple of years ago. I’m posting it here for safe keeping. Note that I am NOT using the random class. The random class is not truly random. It’s based on time. Time is predictable.

RNGCryptoServiceProvider rng = new RNGCryptoServiceProvider();

byte[] result = new byte[8];
rng.GetBytes(result);
double rand = (double)BitConverter.ToUInt64(result, 0) / ulong.MaxValue;

//40 percent chance of being selected.
if (rand > 0.40d )
{
 ...
}