Of course, you're gliding over a revolution or two and a civil war that was part of the process.
http://en.wikipedia.org/wiki/Finnish_Civil_War
Finland was a constitutional monarchy, compared to the rest of Russia which was directly ruled.
It took some fighting in the Civil War to get Bolshie Russia to admit it.
Mannerheim was a Russian General, and never did learn to speak Finnish without a Swedish accent.