Thanks for the suggestion! I never thought of it from this perspective. I kept entering the whole duration of the event (4 weeks) and thus that was causing the event to show up on the weekends also (which is not what I want).
But, now that you gave me this new perspective I can create a recurring event that runs from Monday to Wednesday and then set it up to reoccur for the next 3 weeks!
GREAT! Thanks a lot jchoueiri! Greatly Appreciated!