a) make an zero-width selection in front of the lines
b) execute "Edit > Advanced > Numbering..."
c) press [OK]
Note: to pad with zeros enter them into the "First Line" field like "01" or "0001"

d) while still have that inserted numbers selected do an regex s&r:
Find: (\d\d)
Replace with: \1)

[X]Use regex
[X]In selection only

Note: the amount of find "\d" patterns depends on how many zeros you have padded.
"\d\d" will match two digits.
"\d\d\d" or "\d{3}" will match three, and so on...