While Dave's answer is completely correct I just want to clearify that Swedish and Finnish belong to different language families and are as a result completely different from one another.

They are completely different languages. Finnish in particular is a language of its own. Swedish might resemble some Germanic languages in vocabulary, but speaking Finnish doesn't make you understand Swedish at all, although many Finnish people happened to speak Swedish for the reason previously mentioned by Boolean.

for you to have an idea, the same as chinese compared to russian, for instance. No common traits. Different grammar, different vocabulary, different sounds, etc. with swedish you won't understand anything of finnish, and the reverse is true too.