Try recording a macro when you open that text file manually.  But make sure you
change the field to Text.

Or if you want to keep that field a number, you could keep it General, but then
apply the numberformat in your code.

This is not an importing problem it is more the way excel handles numbers.  
To havve leading zeroes either the data has to be stored as textt or the
number needs to be formated to include leading zeroes.

You need to fromat the worksheet as either text or or with a format with
leading zeroes.

Here is a macro that may help.

Sub Getdata1()

Const MyPath = "C:\temp\test"
Const ReadFileName = "test.txt"
Const ForReading = 1, ForWriting = 2, ForAppending = 3
Const TristateUseDefault = -2, TristateTrue = -1, TristateFalse = 0
   

Const StartCol = 1
Const Colwidth = 2
Dim ColWidths(7, 2)
Dim Data(7) As String

ColWidths(1, StartCol) = 1
ColWidths(1, Colwidth) = 21
ColWidths(2, StartCol) = 22
ColWidths(2, Colwidth) = 21
ColWidths(3, StartCol) = 43
ColWidths(3, Colwidth) = 14
ColWidths(4, StartCol) = 57
ColWidths(4, Colwidth) = 23
ColWidths(5, StartCol) = 80
ColWidths(5, Colwidth) = 15
ColWidths(6, StartCol) = 95
ColWidths(6, Colwidth) = 16
ColWidths(7, StartCol) = 111
ColWidths(7, Colwidth) = 16

Set fs = CreateObject("Scripting.FileSystemObject")
'open file
ReadPathName = MyPath & "\" & ReadFileName
Set fread = fs.GetFile(ReadPathName)
Set tsread = fread.OpenAsTextStream(ForReading, TristateUseDefault)
   
RowCount = 1
Do While tsread.atendofstream = False
 
  InputLine = tsread.ReadLine

     Call GetDataField(InputLine, ColWidths, Data)
     Call WriteSheet(Data, RowCount)
Loop
tsread.Close

End Sub

Sub GetDataField(InputLine, ByRef ColWidths, ByRef Data)
Const StartCol = 1
Const Colwidth = 2
  For DataField = 1 To 7
     Data(DataField) = Trim(Mid(InputLine, _
        ColWidths(DataField, StartCol), _
        ColWidths(DataField, Colwidth)))
  Next DataField

End Sub
Sub WriteSheet(ByRef Data, ByRef RowCount)
  For DataField = 1 To 7
     If IsNumeric(Data(DataField)) Then
        If Left(Data(DataField), 1) = "0" Then
           Cells(RowCount, DataField). _
              NumberFormat = "0####"
        End If
        Cells(RowCount, DataField) = _
              Val(Data(DataField))
     Else
        Cells(RowCount, DataField) = Data(DataField)
     End If
     Cells(RowCount, DataField) = Data(DataField)
  Next DataField

  RowCount = RowCount + 1

End Sub