I know how to change the dynamic of a single note, but how do do change the dynamics of a whole string of notes? For example, how would you set it up so that the right hand plays forte and the left hand plays piano?

Are you using the free downloaded version or did you purchase it....because if its the downloadable version from the internet....it doesn't have everything the real version has.

I'm just using the free downloaded version.

You can't. Finale reads the dynamics of the "instrument" (or in the case of scoring, of the group of instruments...so, for instance, you can't have violin 1 play mf and violin 2 play pp). In this case, you can't singularly select dynamics for individual staves (hands) on piano. What I usually do for good playback is isolate the notes I want brought out with either regular accents or marcato markings, and then make the whole passage one dynamic softer than it would normally be played. (It accomplishes the same effect, albeit it's a little tedious. )