Then you have no problem at all. Contact your family in Finland and ask one of them to make an account in Steam and then to buy Dawnguard as a gift to your account. That's the way you can get it.
A fellow forum member already helped me to get the game, but thanks.
If you didn't already have Skyrim you could bounce your signal off of a proxy server located in a "available" region, purchase your Skyrim+Dawnguard then play.
Its similar to the process you use to watch Hulu in Canada.
You know I study computer science and I honestly never even thought of that. *bashing my head against the wall*
Don't know any legal ways..
http://www.youtube.com/watch?v=bEBbu-wkKrs
I think a mod can lock this thread now, I've solved my issue and several helpful advises have been posted for anyone having the same issue.