The question gives all necessary data: what is an efficient algorithm to generate a sequence of K non-repeating integers within a given interval [0,N-1]. The trivial algorithm (generating random numbers and, before adding them to the sequence, looking them up to see if they were already there) is very expensive if K is large and near enough to N.
The algorithm provided in Efficiently selecting a set of random elements from a linked list seems more complicated than necessary, and requires some implementation. I've just found another algorithm that seems to do the job fine, as long as you know all the relevant parameters, in a single pass.
The random module from Python library makes it extremely easy and effective:
from random import sample
print sample(xrange(N), K)
sample function returns a list of K unique elements chosen from the given sequence.
xrange is a "list emulator", i.e. it behaves like a list of consecutive numbers without creating it in memory, which makes it super-fast for tasks like this one.