Has anyone ever created a spreadsheet that used Monte Carlo Simulation?

I've been able to create one that works using the random number generator in conjunction with discrete probability distributions - that's fairly easy, just assign a probability to each discrete value in the distribution and then decide whether or not to select it using a randomly generated number.

However, I want to perform a Monte Carlo simulation that uses a continuous (not discrete) probability distribution, but have no idea how I would use the random number generator to then select a value from the distribution based on its probability of occurance.

I know it can be done, I just have no idea how!

Anyone done anything like this before?

Cheers
-Rob