|Have tried to use the Text To Column feature in Excel to expand the single column? It may not do it perfectly, but it might help.|
As far as the zip codes dropping the leading 0, you should be able to use this process to fix it:
Assuming your zip codes start in A1, use this formula to add a leading zero as needed:
Drag the formula down as far as required.
Once the cells are all 5 digits again, do an Edit...Paste Special...Values and format as desired.