Using Random Number Table In a random number table, the random numbers are given as first thousand, second thousand, third thousand, and so on.
Every thousand has 25 rows and 1 to 4, 5 to 8 up to 37–40 columns.
Suppose I have to draw a sample of size 40 from a population of 10000, and I am using the 1 to 5 column for selecting the random numbers. 
When the 1 to 5 column of first thousand has been finished, but I have not arrived at my desired sample size yet, what is the process to select the random numbers? 
Will I need to go to the column 6 to 10 of the first thousand? Or go to the column 1 to 5 of the second thousand?
Another table here is the 1st page. If I decide to use the 1 to 5 number columns, when the 1 to 5 number columns of the 1st page are finished, will I move to the 1 to 5 number columns of the 2nd page or stay on the 1st page using 6 to 10 columns?
 A: I would suggest watching this YouTube video
http://www.youtube.com/watch?v=9v2d-9VfEK4
in order to understand exactly how to use a random number table to answer your question.  The video show you how to select random numbers between 0 and 58 but you can follow the same routine to sample your random values.
I assume when you say a population of 10,000 you mean that your random values can be any value in the range 0  - 10,000 (correct me if I am wrong) and so you would pick a random starting spot in the your table and starting going down the rows and moving over one column at a time as you finish all the rows until you reach your desired sample size of 40 random values.
Edit:
So based on the table you provided above now, you could use columns 1 - 5 and work your way down accepting numbers (using all 5 columns) that fell in the range 0 - 10,000.  Once you are down with all the rows you would move over and then use columns 2 - 6 and proceed in similar fashion. However, if you exclude 10,000 then you could more efficiently use columns 1 - 4 and when done with those move over to 2 - 5 and so on.
