I tried the direct "Add Data" approach result and got the same less-than-desirable results you got. Luckily, there are several other ways to get the data in.
Excel might be a way to go, if you have access to it. I brought it in to Excel 2010 fine via "File, Open" (I made a csv first from your sample posted above). While in Excel, the field was changed from "General" to "Number", and then the file saved as an .xls. It then worked to bring it into ArcMap via "Add Data".
Related note - you may have to change the display characteristics of the table in ArcMap to see all the significant digits, as it defaults to less characters than you have in your data. To do that, right-click on the Fieldname in the table (in my case, "Value"), then choose "Properties". Then click on the "Numeric" elipsis button ... to get the Number Format window. Increase the "Number of significant digits" to match what is needed for your data.
Chris Donohue, GISP