Creating an appointment that spans multiple days!

I am trying to create an appoinment that spans multiple days but when I save it, it appears as an All Day Event in the very top, not blocking out the time. I have verified that the "All Day Event" checkbox was not selected when I saved. Any ideas? I am using Outlook 2002

You don't really want to schedule one big appointment, but a series of appointments. Create an appointment for the first day of the date range that you want to schedule it for, selecting appropriate start and stop times. Before you save it, click on the "Recurrence" button and indicate the days you would like to schedule it for; there are a variety of ways to do that.

But if you do it using recurrance then you cannot setup a reminder for several days in advance. YOu get the following message if you try:

The reminder for an occurence of "Name of Meeting" cannot be set to appear before the previous occurence. Shorten the reminder time or lengthen the recurrance.