BETWEEN is inclusive. From MSDN:
BETWEEN returns TRUE if the value of test_expression is greater than or equal to the value of begin_expression and less than or equal to the value of end_expression.
Since it is on, you will want to use more and less than:
SELECT * FROM yourtable WHERE numbers > 4 AND numbers < 8
See SQL Fiddle with Demo
If you want to use the BETWEEN operator, you will need to shorten the range:
SELECT * FROM yourtable WHERE numbers between 5 AND 7
see SQL Fiddle with Demo
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