Month with leading zeros

I am wanting to change 

         echo "<option value=\"" . $months[$month] . "\"";

to output the month number, between 01 and 12 --- DATE value m, the
month with leading 0's.  How do I do this?  $months is an array, as I
have shown below.  Ron

<?php
$months = array('1' => 'January', '2' => 'February', '3' => 'March', '4'
=> 'April', '5' => 'May', '6' => 'June', '7' => 'July', '8' => 'August',
'9' => 'September', '10' => 'October', '11' => 'November', '12' =>
'December');

$current_month = DATE("n");

echo "<SELECT NAME=\"order_received_month\">\r\n";

foreach (range(1, 12) as $month)
     {
         echo "<option value=\"" . $months[$month] . "\"";

if ( $month == $current_month ) { echo " SELECTED";}

echo">" . $months[$month] . "</option>\r\n";
     }
?>
</select>