Just to clarify:
-The "Ped" and "*" markings, found in the articulations tool, mean apply and release the sustain pedal. They are notated below the LH. This is usually used for marking specific pedal usage.
-con pedale simply means "with pedal", and is common to see in piano literature(written under the LH). My version of finale (Finale 2012) doesn't have it pre made, but it can be easily created using the expressions tool (under "expressive text"). Creating it will also make playback function properly. To signify an end to the pedal usage, simply write "senza pedale" under the measure it applies to. (create it the same way you would con pedale)