Unless you're brand new to Excel, you probably know that you can right click a cell or a range of selected cells, pick Format Cells and choose whether a field is a number (and set the number of decimal places), currency, text, or percentage. But did you know that you can also specify cells to be Zip codes, phone numbers, or Social Security Numbers?
This works in both Excel 2007 and Excel 2010. Just select Special and set your locale to see your available cell formats:
Selecting a Special format won't constrain data entry, but it will ensure consistent number layout and add the zero back in front of any postal codes that start with them.