Generating numbers list in C#

I often need to generate lists of numbers. The intervals can have quite a lot of numbers. I have a method like this:

public static int[] GetNumbers(int start, int end)
{
    List<int> list = new List<int>();
    for (int i = start; i < end; i++)
        list.Add(i);
    return list.ToArray();
}

Is there a way to make it simpler, faster?

I am using .NET 3.5