There are two ways for creating a pickup measure.
1. Creating invisible "placeholders". You can do this with the Mirror Tool. But there is an easier way (Finale 2002):
Options menu > Document Settings > Set Pickups...
In some older versions of Finale the pickup dialog box was accessed from the Music Options, I think.
This solution will not give you correct playback when the pickup measure is included in a repeat, since the pickup measure will last 6/8: Finale will play back the invisible "placeholders" as rests before the pickup.
2. Creating a 1/8 measure.
Time Signature Tool. (Finale 2002:) Double-click the pickup measure. In the Time Signature dialog box click the button "More Choices", and check "Use a Different Time Signature for Display". Thus, the time signature will display as 6/8, even if the real time signature is 1/8.
In the main pane of the Time Signature dialog box click the radio button "Measure 1 thru 1", and set the time signature to 1/8. Click OK.
Peter