Excel Formatting and sorting dates

Hello,
Problem....

I'm entering dates into Excel. I need these dates date in the format "ddmmyyyy" with leading zeroes where the day is < 10 e.g. Fifth of August 2009 will display as "05082009"

When I type the string "05082009", it changes it to "5082009"

If I format the cell as a custom format of "00000000" to attempt this, I lose the date format and the columns sort as strings, not dates.

...I hope you'll help me