Rom 14:5 One man esteemeth one day above another: another esteemeth every day [alike]. Let every man be fully persuaded in his own mind. (6) He that regardeth the day, regardeth [it] unto the Lord; and he that regardeth not the day, to the Lord he doth not regard [it]. He that eateth, eateth to the Lord, for he giveth God thanks; and he that eateth not, to the Lord he eateth not, and giveth God thanks.

This was written when many Jews were becoming converted to Christianity. The general sentiment in the beginning of the chapter was to accept anyone who is willing to come, regardless of their personal convictions/traditions. The JEWISH sabbath was set for Saturday, but the customs of the gentiles wasn't. So long as they set a day that was in rememberance of the Lord, that was all that mattered. The gentiles were not forced to follow any Jewish tradition or custom. Along with this was their dietary habits, etc. So, don't bicker over the little things like this, so long as you are doing so.

So, to correct you, NO, you do NOT need to hold Saturday as the Sabbath, so long as you are setting a day aside just for the Lord. Many pro golfers that work on Sunday have a Chaplain join the group on Monday to do their "service". Many people now work on the weekend and can't attend a service. A devout follower would set his day off to be his "sabbath" day.