I keep a table (tbl_Numbers) handy for this kind of thing.  It generally
contains one field (intNumbers) and the values of 0 through 9.

I then create a query (qryNumbers) that generates numbers from zero through
999 (you can easily change this to make the range 9999).

SELECT hundreds.intNumber * 100 +
           Tens.intNumber * 10 +
           Ones.intNumber as intNumber
FROM tbl_Numbers as Hundreds,
        tbl_Numbers as Tens,
        tbl_Numbers as Ones

To do what you are looking for, I would do something like the following.  
The subquery generates a list of sequential dates between two dates you
provide (you can hard code these or use a parameter query).  The rest just
joins this set of sequential dates to your table on the date column (using a
left join).  The WHERE clause identifies the missing dates and whether the
day of the week is M - F:

SELECT M.SeqDates AS MissingDate
FROM (Select DateAdd("d", [intNumber], #4/1/08#) as SeqDates
          FROM qry_Numbers
          WHERE DateAdd("d", [intNumber], #4/1/08#) < #4/30/08#) AS M
LEFT JOIN tbl_SomeDates AS T ON M.SeqDates = T.SomeDate
WHERE T.SomeDate IS NULL
AND DatePart("w", M.SeqDates, 2) < 6
ORDER BY M.SeqDates

HTH
Dale