Timo Paloheimo has listed a good bunch of Finnish web startups in The Next Web using various sources, including his own blog Startupbin and ArcticStartup. He's also categorized them quite extensively under different subgroups, including e.g. social networking, e-commerce, business tools, and mobile. The list is likely nowhere complete, though, and there have been some additions already in the comments section in Startupbin.
We at ArcticStartup recognize there isn't any good way of easily getting comprehensive information about the startups in Finland, or in other Nordic and Baltic countries for that matter, at the moment. That's why we have been working on Nordic and Baltic wide ‘CrunchBase’, which should come out very soon. Our hope is that a common startup directory will benefit everybody in the industry. Stay tuned, we'll reveal more soon!