Unless you have a few military divisions at your command, I suggest that you drop the cavalier attitude towards the rule of law.
We have had some discussion of the problem that you are facing. One of the most comprehensive threads was this one:
bb/viewtopic.php?t=16296
Your point 1 does not tell me enough about the decision to be able to say anything definite. Based on what you have told us, there should at least be a reference to section 49 of the Aliens Act in there somewhere. Please also make sure that you are reading the 2004 Act and not the old 1991 Aliens Act.
Your point 2 is bluff and more bluff. All it means is that you should advise the police station of your intention to lodge an appeal before the decision becomes legally final (i.e. within 30 days of receiving the decision, not counting the day when you received it). Without seeing the decision that you were given, I cannot say whether it includes a summary expulsion order, but a reference to section 148 of the Aliens Act would be a good clue to this. In any case, the police will take no expulsion measures if it is clear that an appeal is under preparation and due to be lodged within the time limit.
Your point 3 asserts that "the U.S." told you to lodge your application in Finland. It is, indeed, entirely possible to secure permission to remain in Finland in this way, provided that certain conditions have been met. Whoever advised you to apply in this way should have been fully aware of the details of your case and satisfied that you meet the conditions.
If a person who advised you incorrectly is paid by the Finnish government to advise potential applicants, then you are in a position to initiate what I call a "self-executing procedure". Simply lodge a complaint with a government supervisory authority asserting that the person concerned was insufficiently familiar with the regulations to be able to provide reliable advice. The process of investigating the complaint will force the person concerned to study the applicable rules, merely in order to respond to the supervisory authority.
By lodging your application after arrival, you were
specifically asserting that you meet the conditions for issuing permission to remain in Finland. The question of why you were "allowed" to apply does not arise. To prevent you from applying on the grounds that you did not, after all, meet the conditions, would be to issue a summary decision that your assertion was unfounded.
This matter has been discussed before in this Forum and it comes down to this: would you prefer to have your application treated seriously by a fully trained and qualified official, or instead have it decided on the spot by a junior clerical assistant whose qualifications for working in customer service more or less boil down solely to proficiency in two or three foreign languages?
Your point 3 also hints at the reasons underlying your application, and this information is relevant to deciding whether it's worthwhile lodging an appeal. It's impossible to say whether an appeal would be worthwhile without knowing much more about the specific details of the case and about the way in which it was represented to the authority.
daryl