The problem probably lies in your quantization settings which are set under the Options menu. Quantization allows Finale to interpret what you played and turn it into notation. This is necessary because the computer is sensitive to very small differences in rhythms. Your series of eighth notes, were not all exactly the same length. The variance of a 32nd or a 64th note, which you didn’t notice, was noticed by Finale. Quantization instructs Finale on how to "round" the precise rhythmic values you played into readable notation.
Go back to the Quantization Settings dialog, and adjust the settings based on the music you are trying to record. See the User Manual for details.