try something similar to the following - no promises (not near VS.Net at the moment, if it doesn't work reply and I can try later)
While dr.Read
For iColumn = 0 To dr.FieldCount - 1
Select Case iColumn
Case 0
_HeaderData = _HeaderData & dr.Item(iColumn)
Case 2
_HeaderData = _HeaderData & ","
Dim tmp As Integer
tmp = Integer.Parse(dr.Item(iColumn))
Dim str As String
str = tmp.ToString("00000")
_HeaderData &= str
Case Is > 0
_HeaderData = _HeaderData & ","
_HeaderData = _HeaderData & dr.Item(iColumn)
End Select
Next
_HeaderData = _HeaderData & Chr(13) & Chr(10)
End While
edit forgot about Case 0 ;)