In the following example, it is assumed that you are using a social security number that you have formatted to show the preceeding 0.  In order to concatenate that column, you will need to use the "TEXT" formula.

To format the Social Security Number to have leading zero:
1.  Right mouse click on the column and select Format Cells.
2.  Select Custom and enter 000000000 in the area under Type: 
3.  Click OK.  This will force leading zeros in a number.

To Concatenate:
Concatenate as you normally would and when you get to the column where you have formatted text (in our example the Social Security Number) enter the following:

Text(C1,"000000000")        
       use your column number where C1 is