Mike,
This is a bug with SQL Server Analysis Sevices 2005 where the query limiting days of the was not returning the correct data set. This has been fixed in version 5.0. In the Concurrency Report Generator, click on Filter and select all the days of the week. The filter result you provided
DaysOfWeek={Monday,Tuesady,Wednesday,Thursday,Friday}AND{User Concurrency >= 1}
should work just fine in Introspect 5.0. Please respond with a post or contact support@xtsinc.com if you find this still to be a problem.
Thanks,
XTS Support Team