I am trying to set up a finnish domain name for a client and for some reason it just ain't resolving even though the client says it's registered.

Check it out yourself. Try doing a whois on kolumbus.fi (not the customer's domain just one that illustrates the point). It resolves fine but when I use Netsol or any other registrar's whois lookup it tells me this domain doesn't exist!

How do I go about fixing this stuff?

Not sure if Netsol queries this registry or not, but the problem of not finding info is most likely that the places you are checking do not query this registry and thus, no results.