Most likely the problem is that your percussion map does not match up with your percussion layout. This is one of the core difficulties of the Finale percussion system. Even with maps, layouts, and VST sound files that are supposed to match up, the names of the layout, map, and sound source do not give any hint that they go together.

The Finale system should (& could) work a lot better than it does, but its original implementation was not well thought out to be transparent to users even in the options Finale provided in house.