Create an array that will display your day of week in text, you can do this with the following formula:
["Sun","Mon","Tue","Wed","Thu","Fri","Sat"][dayofweek({field containing date})]
The week always starts with Sunday as 1, Monday as 2 and so on.
If you are sorting these, say in a cross-tab they will sort alphabetically. You can list the days in the first part of the array like this ["1-Sun","2-Mon","3-Tue"....] to have htem sort correctly.