Trying to use sets for random selection, but the pop() method returns items in order

[Mario Garcia]

Im trying to use sets for doing statistics from a data set.
I want to select, 70% random records from a List. I thougth set where
a good idea so I
tested this way:

c = set(range(1000))
for d in range(1000):
     print c.pop()

I was hoping to see a print out of random selected numbers from 1 to
1000
but I got an ordered count from 1 to 1000.
I also tried using a dictionary, with keys from 1 to 10, and also got
the keys in order.

Im using:
 Python 2.5.2 |EPD 2.5.2001| (r252:60911, Aug  4 2008, 13:45:20)
 [GCC 4.0.1 (Apple Computer, Inc. build 5370)] on darwin

Examples in the documentation seem to work. But I cant make it.
Can some one, give me a hint on whats going on?