Well, I didn't have to install any separate OO spell-checker for Finnish because Voikko was automatically installed when I used add locale. These packages are installed into my system: libvoikko1, tmispell-voikko, voikko.fi
And like I said, it works flawlessly with Abiword. I also checked your link, but it just tell this: "Finnish spell checker and hyphenator for OpenOffice.org. The extension is available for Windows (XP and Vista) and Mac OS X (10.5/Intel). OpenOffice.org 3.0 or later is supported on both platforms, OpenOffice.org 2.4 on Windows only. Linux users may use the packages provided by their distribution (these are available at least for Ubuntu, Debian, Fedora, OpenSUSE and Mandriva)".