You can use various coding techniques within your script but the LoadRunner recommended solution is to use VTS (shipped with LR). Read more about it here: http://h30499.www3.hp.com/t5/HP-LoadRunner-and-Performance/The-New-Virtual-Table-Server-VTS-in-LoadRunner-11-52/ba-p/6069435
edited: initially put the link to old VTS
edited2: Please use Unique as James Pulley suggest for simple cases and VTS for the more complex cases.