Never the same number generator. VERSION 2

ntsng v2.py

import random as rnd
nu=0

try:
    with open("DATA.txt", 'r') as f:
        c = [line.rstrip('\n') for line in f]
        print "LOADED!"
except IOError:
    print "Setting up!"
    with open("DATA.txt", 'w') as f:
        print "LOADED!"
while nu == 0: 
    check=rnd.randint(1000,9999)
    with open("DATA.txt", 'r') as f:
        c = [line.rstrip('\n') for line in f]
    if str(check) in c:
        print "NEXT"
    else:
        with open("DATA.txt", 'a') as f:
            f.write(str(check)+'\n')
        raw_input("Press Enter to show Key! ")
        print "\n\n\n\nYour Key: " + str(check)
        nu=1
dummie = raw_input()