The best way to do it is to format the column as a number, with the appropriate number of leading zeros - that way you can still use it as a numeric value.
This creates a new file, with the first column formatted to show two digits, with a leading zero:
Excel.Application excel = new Excel.Application();
excel.Visible = true;
Excel.Workbook wb = excel.Workbooks.Add(1);
Excel.Worksheet ws = (Excel.Worksheet) wb.Sheets[1];
ws.Cells[1, 1].EntireColumn.NumberFormat = "00";
wb.SaveAs(@"D:\Temp\aaexcel.xlsx");
But you can open an existing file instead and apply the formatting in exactly the same way.