Are you sure that the space is actually being removed? If I type a value with spaces at the beginning in an InfoPath field and submit it to a web service, the spaces at the beginning of the value disappear in the form's text box, but they are still transmitted to the web service.
If you have verified that the spaces actually are being stripped away, you could try using a rule in the form to append spaces at the beginning [concat(' ', /my:myFields/my:field), or something like that. This would probably be a good practice anyway, as it doesn't require the user to enter the space into the form manually.