I know this is an older post, but thought I would provide my solution for those still looking. I have this issue as well and this is how I have solved the problem. Download your data and then change the file format from .csv to .txt. Open excel, then open the .txt file. The program will take you through a wizard where you can separate the data out into columns and then set the column format (for your leading zero data) to text. Then finish the wizard. All your data will be in columns and you will now see the leading zeros.
