"I have checked the formula's that are being copied and these are all correct?"
Do you mean to say that the formula in row 3 shows as '=0&A3' or as '=0&A2'? If it shows that later then it should show 0 and the contents of A2.
Copy and Paste is the hard way.
The easy way to copy down your formula is once entered in G2 you can simply wave over the bottom right hand corner of the cell so the cursor changes to a solid black + (crosshair), then just click and drag it down the column. The A2 will change incrementally to A3, A4...and so on.
Also, if all adjacent cells are filled (column F that is)then you can simply double click the black crosshair in G2 to "Fill down" the formula to the first adjacent empty cell (in column F). (There is more to that lesson but not for this exercise).
Alternately, if you just want the 3 digit values in column A to have a leading zero then you can simply select column A, go to Format, Cells, Custom and type in the box "0###" (without the quotation marks) or if some values only had one or two digits then enter "0000" so all values will have 4 digits with leading zeros if 4 digits or less.
HTH
Bryan