PulpMind

I don't know what the shakran dude is talking about.. I've been making music for a while, and have never heard of anyone using Finale for what you're describing. It's probably designed for making notation for live instruments.
For actually making music, first of all, you should find a forum where people are actually into that stuff. People on here are going to give you crap and/or incomplete advice. So do a google search.

In my years of making (electronic) music, I have enjoyed:
Reason.. for being super user-friendly, but also a closed box. no room for expansion. however, it is leaps and bounds above the PS program you were using, and is what alot of people use to get started. after about a year you'll realize that it just doesn't sound good enough, and you'll wish it supported VSTs cuz you really like that one that does that one thing...
Logic.. the best of the best, but also the most insanely hard... and expensive. dont use it until you're serious. when you're serious (and insane) it is the everything and perfect.
FruityLoops.. inexpensive, and now it supports VSTs! (VSTs are third party programs for creating and editing sounds that you can use within a host program). extemely easy to use, and comes with loops. sounds just like what you want, if you ask me.
Orion... like a mix between FruityLoops and Reason, I havn't actually used it, but everyone I know who has swears by it.
Cubase.. and Sonar... great programs, but really, there's better things out there that do the same amount of shit for less money and a better user interface. unless your studio is rather professional, look elsewhere. I dont know of anyone who successfully makes music that uses these programs, just alot of amateurs.

imho.
research research research!