Sorry to revive this super old thread, but I googled the problem and this is the first hit. Devo's suggestion works, but it doesn't allow you to enter the first few manually (e.g., 001, 002, 003, etc) and then select the cells, hit the button at the lower right of the bottom selected cell and drag down to the rest of that column to make it read, '004, 005, 006', etc after that.
Is there a way to do that? It just turns everything to '001, 001, 001', etc.