@Nikola, oh, my first reaction was to answer "magic!", but it's even more interesting: "Christianity" + "something lost — or, rather, acquired — in translation"
Just to be clear, this is how it works in Russian today (we use different suffixes but the original meaning is easy to guess):
Monday: понедельник (ponedél'nik) ~ after "недели" + suffix
Tuesday: вторник (vtórnik) ~ second + suffix
Wednesday: среда (sredá) ~ (cf. середина, средина = middle)
Thursday: четверг (četvérg) ~ fourth + suffix
Friday: пятница (p'átnica) ~ five (or fifth, it's not clear) + suffix
Saturday: суббота (subbóta) ~ Sabbath
Sunday: воскресенье (voskresén'je) ~ (cf. воскресение = resurrection)
Week: неделя (nedél'a) ~ "not doing anything"
[I think apart from воскресенье and неделя it's all quite similar in Czech, isn't it?]
Now, it's pretty clear who is responsible for воскресенье: there were not too many institutions that could introduce the word with the meaning "resurrection (of Christ)". As for неделя, there is some evidence that in Russian the word had had both meanings ("week" and "Sunday") from the very beginning, i.e. since it was coined. Knowing that in Macedonian and Bulgarian — which is important because Saints Cyril (Constantine) and Methodius who are credited with inventing the Glagolitic and Cyrillic alphabets and who translated the Bible into the language now known as Old Church Slavonic were either Macedonians or Bulgarians — неделя used to have both these meanings, too. Some explain it by the fact that in Greek (and Cyril and Methodius used the Greek version of the Bible, of course) there was the same story with σάββατα (σάμβατον): it was used both for "Sabbath" and for "week". So, when someone decided it was a good idea to make the name of Sunday more Christian in Russian, the other meaning of неделя just died. RIP.
By the way, there is in fact a term for "week" that makes a little more sense: седмица (sedmítsa; ~ seven (more like a collective numeral) + suffix). Do we use it in Russian? No, not really, but it's part of relatively "modern" Church Slavonic so you can hear this word during religious services in some Orthodox Churches.