Marco, you were right on!!
Everyone else in my group had that set to AMERICAN_AMERICA.WE8MSWIN1252.
For some reason, mine was set to: ENGLISH_UNITED KINGDOM.WE8MSWIN1252.
On Wednesday I executed this:
select to_char(sysdate,'d') from dual;
I got 3, everyone else in my group got 4.
Thanks for your help!