Not sure you are going to achieve that without changing the data type to a character string, having said that something along the lines of the following may help:

DECLARE @Num decimal (6,2) = 3.55

SELECT LEFT('0000', 4 - LEN(CAST((@NUM * 10) as INT))) + CAST ((CAST(ROUND((@NUM * 10), 0) as INT)) as varchar(4)) ConvVal