A 'wend' is the average weekend (Saturday and Sunday). It is abbreviated slang for weekend and is mainly used in chatrooms or instant messaging for convenience and speed.
Chat on MSN:
Tim: "hey man what u doing this wend"
Anth: "reading a book on corpsman"
Socalledfreeman: "god im pwning today, what r u doing this wend"
Maxpain008: "You don't want to know"