There is a extensive support to spelling, grammar, punctuation, and style checking for Finnish in Microsoft Office Word, especially in version 2007 and newer. Depending on version, you might have Finnish support pre-installed or you might need to download and install it separately. The checks are largely customizable, too. However, documentation of the settings is difficult to find, and the names of the settings are partly rather cryptic.
In Word, the bottom of the window normally contains a language indicator such as “English”, in the user interface language of Word. If you select a segment of text (possibly all the text with Ctrl+A), you can next click on the language indicator to open a language setting menu. The choice made there sets the proofing language (if supported) as well as some editing features, such as changing vertical quotation marks (") to language-specific quotes.
The following compilation of the settings is meant to help users of Word to work with the settings for Finnish and to make the best use of them. It also has some general value, since it reflects typical mistakes that people (mainly native speakers) tend to make, at least according to the judgement of the authors of this software.