If you used Format([MyField],"0000") in an update query, it might work if the values began with letters, but I think it would alter any value that began with a number to become 0000. The problem with trying to do this in an after update event on a form is that you'd have to leave the record in order to update it, otherwise you'd get a lock violation error - unless maybe the option for no locks was set.
The more we hear silence, the more we begin to think about our value in this universe.
Paraphrase of Professor Brian Cox.