You can transpose while staying in the same key by selecting the notes with the Mass Edit tool, and then choose Transpose... from the context menu, or the Mass Edit menu.
You can change the key signature with the key signature tool. Double click in the measure where you want to change, and make your key sig and transposition changes in the dialogue box.
PrintMusic 2004, 2006, 2008, 2009, 2010, 2011; Finale 2010b, 2011b, 2012c, 2014d
Mac OS 10.10.2, Windows 2000, Windows XP