Data manipulation - add additional rows and fill with numbers

[sa02000]

Hello - I have 6 digit data in two columns. Data in first column is the starting point and data in second column is the ending point. I need to take the last three digits of the data in first column and populate in another column increasing by 1 until I reach the last three digits in second column.

I have thousands of rows of this data and take a whole life to do this manually.

I have attached a sample input and output example in the file.
Any help will be appreciated and as long as excel can handle it (speed wise as I have thousands rows already and this will result in additional rows) I am indifferent to if I do it by macro or formula.
But I think macro might be the best bet.

Thank you very much in advance for help.
Jay