As far as I can remember, this would be done with the window manager i.e. if you installed the default KDE, then you have to check in the KDE "control centre", in the accessibility section under language & region.
Though it may be easier to do a re-install, but follow the instructions very carefully, and select finnish language support (presuming it's available - I think it maybe), and then you get to complete the install in finnish.
The converting of your system from english to finnish, may require additional packages i.e. finnish help guides and stuff like that, whereas I'd presume that if you re-install and select finnish as default language, then the system would select the packages automatically.
hope this helps a little