It will take much longer to compute how to do that with VBA than to do it with formulas and do it by hand.

Put this Formula in Cell "A8" and Fill, Series down to the end of month cell. Change the date value in the Formula for each month.
=DATEVALUE("1-Mar-2010")
Then put this formula in Cell "B8" and copy down to the end of month Cell.
=IF(WEEKDAY(A8,2)=1,"Mon",IF(WEEKDAY(A8,2)=2,"Tue",IF(WEEKDAY(A8,2)=3,"Wed",IF(WEEKDAY(A8,2)=4,"Thu",IF(WEEKDAY(A8,2)=5,"Fri","")))))
See the "Mar 10" sheet in the attachment.