Add leading zeros to data frame label

This is in ArcMap 10.0.

When using data frames to label UTM coordinates, I’m sometimes asked to add leading zeros (e.g., 590 would become 00590) to the tick or line labels of the data frame. I’d like to automate this. I’d be happy using an appropriate style, exporting and editing an attribute table, or editing a shapefile–but I can’t figure out how to even access this data outside of ArcMap.