Have you looked at the CSV with Notepad to see whether the leading zeroes
really have fallen off?
My guess is that they were there in the CSV, but that someone has tried to
open the file with Excel, and Excel has assumed on the import that they are
numbers and thus lost the leading zeroes at that stage. If you do want to
read a CSV in Excel, don't use File/ Open or double-click the CSV, but
instead in Excel use Data/ Import External Data ... then you'll get the Text
import wizard which will allow you to specify the column format as Text.