Not a dumb question. I've done the following using Finale 2003, but I think it is the same with Finale 2002, if I remember correctly.First, you'll want to make sure you have the correct percussion map & pitch. Select the Staff Tool, then double-click your percussion staff. In the dialogue box, select "Percussion" under the notation style pop up menu, then click the "Select" button to access the percussion map.
At this point, you will want to select the percussion set up to use. You can create your own Percussion Map here, which you can then use again and again, or you can edit one of the default Maps. "General MIDI Entry & Playback," for instance, will give you a lot to work with. It will tell you which instruments in the General MIDI specification are assigned to which pitches and MIDI note numbers. You can also get this information in the "General MIDI Percussion Map Table" in the Finale manual.
If you don't want to change any of the default maps, select "Create." Otherwise, you can select a set and click on "Edit."
At this point, you want to make sure that the correct percussion sound is assigned to the correct "pitch" on the staff. The snare sound you want is MIDI 38 (D2).
It may be that some of the percussion sounds listed have a check mark next to them. You'll want to make sure that the "pitch" you want to notate for your snare sound is unique, and that no other percussion sound is assigned to the same pitch. The ones with check marks are active. To add or remove check marks, look to the "Notes to use for 'Percussion'" (or something similar) section of the Percussion Map Designer dialogue.
If you want to change things globally, there are a few buttons here to do that. (None, All Note, All named notes.) Otherwise, click on the instrument you want to change, then check (or uncheck) the "Highlighted note" check box.
You can also change the written "pitch" that triggers each instrument, which you will want to do if 2 or more instruments you want to use happen to be assigned, by default, to the same pitch. Simply highlight the instrument name, then adjust the pitch on the staff within the dialogue.
Once you have the pitches set to the correct instruments, click "done" or "OK" through the open dialogues to save your work.
Also, there is a thread on the Beginners Board dealing with getting a snare drum roll for playback you may find helpful.