The way that the categories are label can be a "bit" unintuitive. You're looking for a schedule that runs "daily" apart from on specific days so you're looking at the run daily option. That isn't, however, how the schedules are set out.
Each option means that you are saying that the schedule will runs at least once during that period. So the daily category means that you're creating a job that will run at least once daily; excluding Sunday and Saturday would mean it isn't daily. Likewise Weekly means that the job runs at least once weekly and here you have to option of specifying the time and day(s) the job will run. So, for what you need you want the weekly option; even though that does seem the wrong place to look.
Excuse my typos and sometimes awful grammar. My fingers work faster than my brain does.