The most likely reason you have having a problem with setting up the recurring event is that your end date isn't set out long enough. The end date of the event is the last day the recurring will show up on. So, if I wanted to setup an event for every Saturday between 2pm and 11pm from now until the end of the eyar, it would look like this:
Start: February 28th, 2009 2:00 PM
End: December 31st, 2009 11:00 PM (doesn't matter if it is a Saturday or not)
Weekly, Every 1 week, on Saturday.