How do you transcribe songs for Finale?

I have a buncha midis and stuff and Finale notepad.

Notepad can't open midis. You'll have to have some sort of paid version of Finale for that. If all you want to do is open midis with it, I recommend Songwriter (http://codamusic.com/songwriter/default.aspx), as it's the cheapest Finale program that I know of.

You can also try Guitar Pro's midi import.. although it doesn't work with Finale files and it is not as good with importing midis as Finale.. but it will do the job if you just want the sheet music.