No, there's a process you have to do. (Note, I forget some of the terminology of the buttons you have to click, but follow this general process)
1. Disconnect from internet
2. Say you'll register by whatever the non-internet option is
3. You'll be given a user code. Plug that into the keygen. Write down the serial code the keygen gives you.
4. Exit, and open Finale again. This time, authorize with the serial code the keygen gave you.
That should work...again, I might have mixed up some of the names of codes and stuff, but follow that general guideline.