How to open Finale files in MuseScore
To transfer your sheet music collection from other music notation software, use MusicXML. MusicXML is the standard exchange format for sheet music.
Most Finale versions (incl. the free Finale NotePad 2012) come with MusicXML export. In Finale, go to File → MusicXML → Export.
If your version of Finale can't export to MusicXML, or if you want a more accurate export, download the Dolet plugin.
Once you have a MXL or XML file, open MuseScore and choose File → Open... to load your file.