You can use sprintf: http://php.net/manual/en/function.sprintf.php
<?php
$num = 4;
$num_padded = sprintf("%02d", $num);
echo $num_padded; // returns 04
?>
It will only add the zero if it's less than the required number of characters.
Edit: As pointed out by @FelipeAls:
When working with numbers, you should use %d (rather than %s), especially when there is the potential for negative numbers. If you're only using positive numbers, either option works fine.
For example:
sprintf("%04s", 10); returns 0010
sprintf("%04s", -10); returns 0-10
Where as:
sprintf("%04d", 10); returns 0010
sprintf("%04d", -10); returns -010