With your example, which is not consistently formatted, e.g. Line 4 format has an extra space compared with Line 3, the following should do the job
Code:
Dim oRng As Range
Dim i As Long
Set oRng = ActiveDocument.Range
i = 1
With oRng.Find
Do While .Execute(FindText:="[0-9]{1,5},[ 0-9]{1,2},", MatchWildcards:=True)
oRng.Text = "(" & Format(i, "000") & ") " & oRng.Text
oRng.Collapse 0
i = i + 1
Loop
End With