The option is in the MIDI/Audio menu: Device Setup > Transpose MIDI on Input.

Thanks for the response.  Unfortunately this doesn't address this odd request.  I am actually looking for speedy note entry to work as it has until this new version.  

I am specifically referring to using speedy entry, using midi keyboard (which now in finale 25 results in hearing both concert pitch and transposed pitch on input).  I write on a transposed score and have alway input the note the transposing instrument would play (not the concert pitch).  

Your help is appreciated.

I write my score in concert for all instruments (sextet) and transpose them afterwards Trp, Ten.  The problem is during playback. The entire composition is transposed up a step to the transposed key of the Trp & Ten.  How can I correct this problem.  I can't find the information on how to do this in the manual. 

Use (pre-configured) properly transposing instruments and choose the Concert Pitch option in the Documents menu. Then turn off the Concert Pitch option to print a transposed score and parts. In that situation, playback should be at pitch.

Of course that assumes you are using full Finale. Since you didn't bother to say what version you are using nor what computer operating system you use (as the ground rules for this forum have asked), there is a limit to how much help we can provide.