http://www.finnishschool.com/ :: the first 3 "levels" are free, but after that, there is a 5euro donation.
http://www.101languages.net/finnish/ :: this one looks pretty good :]
http://www.hs.fi/english/extras/speakup :: you can listen to audio files here so you can hear how things are pronounced
i tried learning finnish once 'cause i thought it was really interesting... never made it :P it was just too different to me, i think, hehe.
but good luck!