I have to tell you that from what I've experienced, Finnish is a very difficult language to learn and I sincerely doubt that one could successfully learn it without investing in good learning material. The websites I've come across have provided some interesting information but as of yet, I haven't found an actual course that takes you through the language bit by bit. I don't know if I'm allowed to include a link, but I found http://www.cs.tut.fi/~jkorpela/Finnish.html to be very helpful and it provides some other links as well..
hei kaikki suomen opiskelijat,
i'm not a language genius so i don't know all grammatical terms and such but as a finn i do speak finnish fluently so if any of you need help, i'd love to try my best. feel free to contact me