How can I fill a column with random numbers in SQL? I get the same value in every row

Instead of rand(), use newid(), which is recalculated for each row in the result. The usual way is to use the modulo of the checksum. Note that checksum(newid()) can produce -2,147,483,648 and cause integer overflow on abs(), so we need to use modulo on the checksum return value before converting it to absolute value.

UPDATE CattleProds
SET    SheepTherapy = abs(checksum(NewId()) % 10000)
WHERE  SheepTherapy IS NULL

This generates a random number between 0 and 9999.