Brian,If you are using Finale 2002, the TGTools plug-in will create a good crescendo playback. (Click on the Mass Mover Tool, select the area of the score where the crescendo occurs, go to the Plug-in menu and select TG Tools > Smart Playback... and you're in business. You may want to alter the parameters a bit to suit your own tastes.
If you have an earlier version of Finale, get the TG Tools set of plug-ins for your version and crescendo playback is pretty easy. Without Tobias' plug-ins, you can make a respectable playback using the MIDI Tool or by creating your crescendoi in the Shape Designer. The description for doing this can be found in the online documentation under MIDI Tool, Shape Designer or Crescendo.
Good luck.
Jim Coull