Angie:If the pickup measure is at the beginning of your piece, go to Options/Document Settings/Music Options, and in the dialog box that pops up, click on Set Duration in the bottom right corner. Click on the rhythmic value you want for the sum of the pickup notes (including a dot if necessary), click on OK for each of the open dialog boxes and then enter your pickup notes in the first measure. You'll probably then want to respace the notes (I would just use the note position tool in the Special Tools palette, although Finale suggests a more complicated way of doing so) and resize the measure using the measure attributes tool (click in the little box and drag the barline to the left).
If you're trying to create a pickup measure within a piece, you need to use the mirror tool, and it's slightly trickier. E-mail me if you need more help.
Roger