I (also a Finn) bought a bunch of them in Swedish from www.tradera.com (like a Swedish huuto.net). Some I had to get here in Danish (it's quite easy to understand if you're reasonably good at Swedish) because the Swedish translations were very rare and expensive for some reason.
All are also available in Swedish at the library, at least in the Helmet network. If you don't live in/near Helsinki, you should still be able to loan them through your own library for a small price, I think. I definitely recommend it because IMO all the later books are better than the first five ones they translated, and I'm not bitter about this at all.
I could buy the newest ones in Akateeminen kirjakauppa when they had just appeared, but they don't have them stocked any more and I haven't seen them in retail anywhere else in Finland. I used to hunt them until I finally turned to my good friend the Internet.