Both CS6 and version 6.0 (CS4) have Finnish dictionaries installed by default. In order to use the dictionary, the text must have the Finnish language assigned as a character level attribute (your English languag versions use English by default). If you want to make Finish the default language going forward, with no files open edit the language in Basic Paragraph and check the dropdown in the Character panel or Control panel.
Existing files will not be affected, so you need to fix them one at a time. You can use Find/Change to change the language attributes of text in bulk.