The best shipping method is normally USPS depending on the weight. If time is a factor Fed ex has some pretty good rates for expidited shipping. We have shipped to Finland,Norway,Sweden,Germany, & the UK quite a few times. To protect yourself Paypal or a CC is your best bet. Being out of the country I wouldn't send Money orders.
There are also brokerage companies that get better deals shipping. They normally ship in Bulk. In other words your parts & other items heading to Finland would be on the same shipment. I checked in with a few of them & the rates we were getting wasn't much better then we are getting now thru Fed Ex. It also took a little bit longer.