Hi:
Microsoft Excel treats numbers with a General format, once it gets them. Since you are using ODS HTML, my recommendation would be to:
1) switch to ODS MSOFFICE2K -- which is Microsoft "flavor" of HTML and
2) use the HTMLSTYLE attribute with an mso-number-format to tell Microsoft to use a leading zero number format.
There are examples of this method in my recent SAS Global Forum paper:
http://support.sas.com/resources/papers/proceedings11/266-2011.pdf
The leading zero example is on pages 6 and 7. You will want the HTMLSTYLE example (not the TAGATTR example -- TAGATTR is for use with TAGSETS.EXCELXP).
cynthia