There are a couple of ways to do this. Here's the easiest:Use the Mass Edit (older: Mass Mover) tool to select the melody. (To select the melody, you could click/shift-click or click-drag through the whole thing, but it's quicker to click to the left of the staff that holds the melody.) Once the melody is highlighted, select "Transpose" under the "Mass Edit" menu, and choose the options you want in the dialogue box.
Incidentally, on more recent versions of Finale, you can program a metatool to do this task. Here's how:
Select the Mass Edit tool, hold down the shift key, then type a number key from 6 to 9. The transpose dialogue comes up. Choose the options you like, then click on "OK." Now, whenever you have selected something with the Mass Edit tool, simply typing that number (6 to 9) will apply the settings you selected when you programmed that key. Very handy.
Another transposition method is through the Staff Tool and the Staff Attributes dialogue. Here's how:
Select the Staff tool, then double-click the staff you want to transpose. In the Staff Attributes dialogue that comes up, click the "Select" button next to "Transpose" and select the options you want. This method is best used for transposing instruments, however.