I'm not sure what version of Finale you are using, but the newer versions allow the user to keep the original notes when transposing them as well. Not only does this allow the user to do what you are talking about, but it is also an easy way to create bitonality as well.To use this feature, first click on the mass edit/mover tool and highlight the selected measures. Next, under the mass edit menu, select "transpose." When the transposition dialogue box opens, select how you want to move the music (up or down as well as the interval) and select the "keep original notes" option as well. When you hit okay, Finale will not only transpose the notes to the desired interval, but it will also keep the original notes.
I currently use Finale 2003 and as of yet, I have not seen anysort of plug-in that could do this.