Let D be a finite set of positive real numbers. The distance graph G(R,D) is the graph with vertex set R (set of real numbers), and two vertices x, y are adjacent if |x-y| belongs to D. We prove that every positive integer t>1 there is a distance set D such that the chromatic number of G(R,D) is t and no proper coloring of G(R,D) with t colors allows monochromatic intervals. This result disproves a conjecture in [2].