Export with Leading Zeroes

I'm editing a sequence of images each month to import into Premier.  In case you don't interact with Premier, to get an image sequence to import correctly, the file names have to have leading zeroes in the sequence number, e.g. 0001 if you have over a thousand images.  Finding a utilitly to rename with leading zeroes is difficult. Lightroom could help if the export settings would allow you to add as many leading zeroes as you need, (start with 0001, in the case above.)