It all depends on how you are entering the triplets. If you are trying to enter the notes, and then turn them into a triplet, you have to turn off Check for Extra Notes in Simple Entry Options.

If you follow my instructions here: http://www.specialmillwork.com/finaletips/Tuplets%20with%20Simple%20Entry%202.pdf it shouldn’t matter which beat you’re on.

Have you tried de-selecting “Check for Extra Notes”?

If you follow these steps, it should work fine, even on the last beat:

Enter an eighth note

Opt-9 (Alt-9 on Mac) to enter the tuplet dialogue box.

Select 3 eighths in the space of 2 eighths, OK.

Enter the dot, sixteenth note, and eighth note.

Works now.  Thanks!

Glad I could help!