It is possible to obtain extracts from parish registers for genealogical study directly from the local parishes in Finland. Parish register extracts are usually available from 1850 until nowadays, so they are a good place to start your genealogy research as it is sufficient to know your grandparents name, place of living and birthdate. Before 1850 the parish records are in church archives which can then be accessed through HisKi database online. See my previous posting about how to use Hiski.
So, the first thing to do is to find out the first name, surname and birthdate of the ancestor you are looking for. Then you need to look for the web pages of the parish. Luckily most of the parishes nowadays have some kind of web pages online. Best way is to google name of the place/city together with the word "seurakunta", which means parish in finnish, and then search for page for contacts ("yhteystiedot"). For example "Vaasa seurakunta". There you can look for an contact email address and send a request of an extract from the parish register by email.
Some parishes also have ready made web forms that you can just fill in to do the request (for example Turku and Helsinki). It is good also to request the receiver to forward the email to person responsible of parish register extracts in case you happen to contact the wrong person.
In your request you must also mention what do you want to have marked on the extract. This could be for example the names, birth dates and places of the parents of the person for whom you are requesting the extract for. You must also state that the reason for the request is family research.
Parish register extracts cost usually something between 5 and 25 euros, this varies depending on the parish and the work needed to find the requested information. Payment options for foreigners ofcourse vary also depending on the parish in question.