To add on Nigel's post, you enhance the query in the following way:

DECLARE @d1 datetime, @d2 datetime

DECLARE @n int

SELECT

@d1 = '20090831',

@d2 = '20090930',

@n = DATEDIFF(day,@d1,@d2)

SELECT

CAST(DATENAME(dw,date) AS Nvarchar(15)) + ', ' + CASE RIGHT(CAST(DATEPART(dd, date) AS Nvarchar(2)), 1)

WHEN 1 THEN CAST(DATEPART(dd, date) AS Nvarchar(2)) + 'st'

WHEN 2 THEN CAST(DATEPART(dd, date) AS Nvarchar(2)) + 'nd'

WHEN 3 THEN CAST(DATEPART(dd, date) AS Nvarchar(2)) + 'rd'

ELSE

CAST(DATEPART(dd, date) AS Nvarchar(2)) + 'th'

END

FROM

(

SELECT TOP (@n)

date = DATEADD( day,

ROW_NUMBER()OVER (ORDER BY t1.name)-1,

@d1)

FROM

sys.columns t1, sys.columns t2

) d

WHERE DATENAME(dw,date) NOT IN ('Saturday','Sunday')