This is not my work (well, I modified it slightly from the example), and it's late to the game, but this works on Server 2003 for me;
@echo off
set daysofweek=Monday,Tuesday,Wednesday,Thursday,Friday,Saturday,Sunday
for /F "skip=2 tokens=2-4 delims=," %%A in ('WMIC Path Win32_LocalTime Get DayOfWeek /Format:csv') do set daynumber=%%A
for /F "tokens=%daynumber% delims=," %%B in ("%daysofweek%") do set day=%%B
Citation: TechSupportForum