i think this should do it...
*/30 8-17 * * 1-5 /home/user/script.sh
you may review man 5 crontab
for other acceptable variations.
may want to check the user's or root's mail to see if cron is reporting any errors.
edit: in your example 30 8-17 * * 0-4 /home/user/script.sh
it runs every day of the month (*) for every month (*) as long as it is Sunday-Thursday (0-4) between the hours of 8am-5pm (8-17) and the minutes is 30 (30)
so Monday at 8:30, 9:30, 10:30, ...