Excel cannot interpret "Monday" without a macro.
In cell A1 enter a date known to be a Monday eg. 6/8/2007
in cell B1 enter formula =A1+1
copy cell B1 across.
Format the cells "dddd"
Personally I find it easier to use 'Tools\Options\Custom Lists'. I think you will find the following there already, if not ..type days separated with commas. eg. Monday, Tuesday,...
I also have lists Mon, Tues, .... and January, February, .... etc. (Excel put them there)
Just need to enter one in a cell and drag the bottom right corner across.
Even though the months are listed in full, Excel is smart enough to interpret 'Jan' and will continue from whatever item you start with.