Open the Finale file, File > Export > Audio File... and select MP3. This will only work if playback is thru MIDI.

If using VST or AU as playback you should export as WAV and then transform via Audacity (= Freeware).

>If using VST or AU as playback you should export as WAV and then transform via Audacity (= Freeware).<

Not necessary on a Mac, of course. The file conversion can be done easily in QuickTime or iTunes. Not only free and easy but built into the Mac OS.